Collecting data for HENOF
Use Henkel AG Co KGaA performance concurrently with your other holdings, portfolios, and investing themes to protect against small markets fluctuations and to back test it against optimization strategy that fits your risk preferences. Analyze Themes
Relative Risk vs. Return Landscape
If you would invest 9,049
in Henkel AG Co KGaA on April 24, 2013
and sell it today you would earn a total of 366.00
from holding Henkel AG Co KGaA or generate 4.04%
return on investment over 30
days. Henkel AG Co KGaA is generating 0.18% of daily returns and assumes 0.86% volatility on return distribution over the 30 days horizon. Simply put, 11% of equities are less volatile than Henkel AG Co KGaA and 90% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
Daily Expected Return (%)
Assuming 30 trading days horizon, Henkel AG Co KGaA is expected to generate 1.11 times less return on investment than the market. In addition to that, the company is 1.51 times more volatile than its market benchmark. It trades about 0.21 of its total potential returns per unit of risk. The S&P 500 is currently generating roughly 0.35 per unit of volatility.
Henkel Operating Margin
Based on recorded statements Henkel AG Co KGaA has Operating Margin of 12.89%. This is much higher than that of sector, and significantly higher than that of Operating Margin industry, The Operating Margin for all stocks is over 1000% lower than the firm.
A good Operating Margin is required for a company to be able to pay for its fixed costs or pay out its debt which implies that the higher the margin, the better. This ratio is most effective in evaluating the earning potential of a company over time when comparing it against firm's competitors.
89% of all equities and portfolios perform better than Henkel AG Co KGaA. Compared with the overall equity markets, risk-adjusted returns on investments in Henkel AG Co KGaA are ranked lower than 11 (%) of all global equities and portfolios over the last 30 days.
1 Month Efficiency (a.k Sharpe Ratio) ...
Estimated Market Risk
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Based on monthly moving average Henkel is performing at about 11% 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 Henkel
by adding it to a well-diversified