Cadiz Performance

Cadiz Inc -- USA Stock  

USD 14.1  0.2  1.4%

Cadiz has performance score of 5 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.3888 which signifies that as returns on market increase, Cadiz returns are expected to increase less than the market. However during bear market, the loss on holding Cadiz will be expected to be smaller as well.. Although it is extremely important to respect Cadiz Inc historical returns, it is better to be realistic regarding the information on equity current trending patterns. 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 0.0559% will be sustainable into the future. Cadiz Inc right now shows a risk of 0.7167%. Please confirm Cadiz Inc Value At Risk, and the relationship between Jensen Alpha and Skewness to decide if Cadiz Inc will be following its price patterns.
 Time Horizon     30 Days    Login   to change

Cadiz Inc Relative Risk vs. Return Landscape

If you would invest  1,395  in Cadiz Inc on December 20, 2017 and sell it today you would earn a total of  15  from holding Cadiz Inc or generate 1.08% return on investment over 30 days. Cadiz Inc is currenly generating 0.0559% of daily expected returns and assumes 0.7167% risk (volatility on return distribution) over the 30 days horizon. In different words, 6% 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 (%) 
      Risk (%) 
Given the investment horizon of 30 days, Cadiz Inc is expected to generate 5.17 times less return on investment than the market. In addition to that, the company is 1.63 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 0.66 per unit of volatility.

Cadiz Daily Price Distribution

The median price of Cadiz for the period between Wed, Dec 20, 2017 and Fri, Jan 19, 2018 is 14.05 with a coefficient of variation of 1.4. The daily time series for the period is distributed with a sample standard deviation of 0.2, arithmetic mean of 14.05, and mean deviation of 0.15. The Stock received some media coverage during the period.
5 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Cadiz Inc are ranked lower than 5 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Cadiz Sharpe Ratio = 0.078
Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small Returns
CashCDZIAverage
Risk
High
Risk
Huge
Risk
Negative Returns

Estimated Market Risk

 0.72
  actual daily
 
 94 %
of total potential
  

Expected Return

 0.06
  actual daily
 
 1 %
of total potential
  

Risk-Adjusted Return

 0.08
  actual daily
 
 5 %
of total potential
  
Based on monthly moving average Cadiz is performing at about 5% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Cadiz by adding it to a well-diversified portfolio.