|Cadiz Inc -- USA Stock|| |
USD 12.6 0.15 1.18%
Cadiz has performance score of 5 on a scale of 0 to 100. The firm shows Beta (market volatility) of -1.3033 which signifies that as returns on market increase, returns on owning Cadiz are expected to decrease by larger amounts. On the other hand, during market turmoil, Cadiz is expected to significantly outperform it.. Although it is extremely important to respect Cadiz Inc
historical returns, it is better to be realistic regarding the information on equity current trending patternss. The philosophy in foreseeing future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators
. By analyzing Cadiz Inc technical indicators
you can presently evaluate if the expected return of 0.0769% will be sustainable into the future. Cadiz Inc
right now shows a risk of 0.9386%. Please confirm Cadiz Inc Standard Deviation
as well as the relationship
between Maximum Drawdown
and Expected Short fall
to decide if Cadiz Inc will be following its price patterns
Relative Risk vs. Return Landscape
If you would invest 1,240
in Cadiz Inc on September 24, 2017
and sell it today you would earn a total of 20
from holding Cadiz Inc or generate 1.61%
return on investment over 30
days. Cadiz Inc is currenly generating 0.0769% of daily expected returns and assumes 0.9386% risk (volatility on return distribution) over the 30 days horizon. In different words, 8% of equities are less volatile than Cadiz Inc and 99% of traded equity instruments are projected to make higher returns than the company over the 30 days investment horizon.
Daily Expected Return (%)
Given the investment horizon of 30 days, Cadiz Inc is expected to generate 2.81 times less return on investment than the market. In addition to that, the company is 3.64 times more volatile than its market benchmark. It trades about 0.08 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.84 per unit of volatility.
Cadiz Daily Price Distribution
The median price of Cadiz for the period between Sun, Sep 24, 2017 and Tue, Oct 24, 2017 is 12.7 with a coefficient of variation of 1.07. The daily time series for the period is distributed with a sample standard deviation of 0.13, arithmetic mean of 12.63, and mean deviation of 0.12. The Stock received some media coverage during the period.