Cadiz Performance

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.
Investment Horizon     30 Days    Login   to change

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 (%) 
      Risk (%) 
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.
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 = 0.082
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Estimated Market Risk

 0.94
  actual daily
 
 92 %
of total potential
  

Expected Return

 0.08
  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.