DNB ASA Performance

DNB ASA -- USA Stock  

USD 18.3  0.21  1.13%

Macroaxis gives DNB ASA performance score of 0 on a scale of 0 to 100. The firm owns Beta (Systematic Risk) of 0.3735 which denotes to the fact that as returns on market increase, DNB ASA returns are expected to increase less than the market. However during bear market, the loss on holding DNB ASA will be expected to be smaller as well.. Even though it is essential to pay attention to DNB ASA existing price patterns, it is always good to be careful when utilizing equity price patterns. Macroaxis philosophy in predicting 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. DNB ASA exposes twenty-one different technical indicators which can help you to evaluate its performance. DNB ASA has expected return of -0.1088%. Please be advised to confirm DNB ASA Jensen Alpha, Semi Variance and the relationship between Standard Deviation and Value At Risk to decide if DNB ASA past performance will be repeated in the future.
Investment Horizon     30 Days    Login   to change

DNB ASA Relative Risk vs. Return Landscape

If you would invest  1,877  in DNB ASA on November 16, 2017 and sell it today you would lose (47)  from holding DNB ASA or give up 2.5% of portfolio value over 30 days. DNB ASA is currently producing negative expected returns and takes up 1.162% volatility of returns over 30 trading days. Put another way, 10% of traded equities are less volatile than the company and 99% of traded equity instruments are likely to generate higher returns over the next 30 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming 30 trading days horizon, DNB ASA is expected to under-perform the market. In addition to that, the company is 2.47 times more volatile than its market benchmark. It trades about -0.09 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.5 per unit of volatility.

DNB ASA Daily Price Distribution

The median price of DNB ASA for the period between Thu, Nov 16, 2017 and Sat, Dec 16, 2017 is 18.43 with a coefficient of variation of 1.43. The daily time series for the period is distributed with a sample standard deviation of 0.26, arithmetic mean of 18.38, and mean deviation of 0.21. The Stock received some media coverage during the period.
0 

Risk-Adjusted Performance

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

One Month Efficiency

DNB ASA Sharpe Ratio = -0.0936
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Estimated Market Risk

 1.16
  actual daily
 
 90 %
of total potential
  

Expected Return

 -0.11
  actual daily
 
 1 %
of total potential
  

Risk-Adjusted Return

 -0.09
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average DNB ASA 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 DNB ASA by adding it to a well-diversified portfolio.

Dividends

DNB ASA Dividends Analysis
Check DNB ASA dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
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