Cadus Performance

Cadus Corporation -- USA Stock  

USD 1.25  0.01  0.81%

Cadus holds performance score of 16 on a scale of zero to a hundred. The firm shows Beta (market volatility) of -4.4455 which signifies that as returns on market increase, returns on owning Cadus are expected to decrease by larger amounts. On the other hand, during market turmoil, Cadus is expected to significantly outperform it.. Although it is vital to follow to Cadus historical returns, it is good to be conservative about what you can actually do with the information regarding equity current trending patternss. Macroaxis philosophy in foreseeing future performance of any stock is to look not only at its past charts but also at the business as a whole, including all fundamental and technical indicators. To evaluate if Cadus Corporation expected return of 1.3384 will be sustainable into the future, we have found twenty-one different technical indicators which can help you to check if the expected returns are sustainable. Use Cadus Mean Deviation, Information Ratio as well as the relationship between Information Ratio and Downside Variance to analyze future returns on Cadus.
Investment Horizon     30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  96  in Cadus Corporation on September 18, 2017 and sell it today you would earn a total of  29  from holding Cadus Corporation or generate 30.21% return on investment over 30 days. Cadus Corporation is currenly generating 1.3384% of daily expected returns and assumes 5.6577% risk (volatility on return distribution) over the 30 days horizon. In different words, 53% of equities are less volatile than Cadus Corporation and 74% 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, Cadus Corporation is expected to generate 25.12 times more return on investment than the market. However, the company is 25.12 times more volatile than its market benchmark. It trades about 0.24 of its potential returns per unit of risk. The DOW is currently generating roughly 0.57 per unit of risk.

Cadus Daily Price Distribution

The median price of Cadus for the period between Mon, Sep 18, 2017 and Wed, Oct 18, 2017 is 1.24 with a coefficient of variation of 9.47. The daily time series for the period is distributed with a sample standard deviation of 0.11, arithmetic mean of 1.19, and mean deviation of 0.08. The Stock received some media coverage during the period.
16 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Cadus Corporation are ranked lower than 16 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Cadus Sharpe Ratio = 0.2366
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Estimated Market Risk

 5.66
  actual daily
 
 47 %
of total potential
  

Expected Return

 1.34
  actual daily
 
 26 %
of total potential
  

Risk-Adjusted Return

 0.24
  actual daily
 
 16 %
of total potential
  
Based on monthly moving average Cadus is performing at about 16% 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 Cadus by adding it to a well-diversified portfolio.