Cadiz Performance

Cadiz -- USA Stock  

USD 13.50  0.10  0.74%

Macroaxis gives Cadiz performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.1031 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.. Even though it is essential to pay attention to Cadiz historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy in foreseeing future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Cadiz exposes twenty-one different technical indicators which can help you to evaluate its performance. Cadiz has expected return of -0.0727%. Please be advised to confirm Cadiz Standard Deviation as well as the relationship between Maximum Drawdown and Expected Short fall to decide if Cadiz past performance will be repeated at some point in the near future.
 Time Horizon     30 Days    Login   to change

Cadiz Relative Risk vs. Return Landscape

If you would invest  1,395  in Cadiz on March 21, 2018 and sell it today you would lose (45.00)  from holding Cadiz or give up 3.23% of portfolio value over 30 days. Cadiz is currenly does not generate positive expected returns and assumes 0.8551% risk (volatility on return distribution) over the 30 days horizon. In different words, 7% of equities are less volatile than Cadiz 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 is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 1.65 times less risky than the market. the firm trades about -0.09 of its potential returns per unit of risk. The DOW is currently generating roughly -0.01 of returns per unit of risk over similar time horizon.

Performance Rating

Cadiz Risk Adjusted Performance Analysis
0 

Risk-Adjusted Performance

Over the last 30 days Cadiz has generated negative risk-adjusted returns adding no value to investors with long positions.

2 Months Efficiency

Cadiz Sharpe Ratio = -0.085
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Estimated Market Risk
 0.86
  actual daily
 
 93 %
of total potential
  
Expected Return
 -0.07
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.08
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Cadiz is performing at about 0% 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.
Check also Trending Equities. Please also try Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..