Cadus Performance

Cadus Corporation -- USA Stock  

USD 1.45  0.01  0.68%

On a scale of 0 to 100 Cadus holds performance score of 12. The firm shows Beta (market volatility) of 0.4639 which signifies that as returns on market increase, Cadus returns are expected to increase less than the market. However during bear market, the loss on holding Cadus will be expected to be smaller as well.. 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 patterns. 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. We have found twenty-one technical indicators for Cadus Corporation which you can use to evaluate performance of the firm. Please makes use of Cadus Mean Deviation, Information Ratio as well as the relationship between Information Ratio and Downside Variance to make a quick decision on weather Cadus price patterns will revert.
Investment Horizon     30 Days    Login   to change

Cadus Relative Risk vs. Return Landscape

If you would invest  128  in Cadus Corporation on November 17, 2017 and sell it today you would earn a total of  17  from holding Cadus Corporation or generate 13.28% return on investment over 30 days. Cadus Corporation is currenly generating 0.643% of daily expected returns and assumes 3.2811% risk (volatility on return distribution) over the 30 days horizon. In different words, 30% of equities are less volatile than Cadus Corporation and 88% 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 7.31 times more return on investment than the market. However, the company is 7.31 times more volatile than its market benchmark. It trades about 0.2 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 Fri, Nov 17, 2017 and Sun, Dec 17, 2017 is 1.45 with a coefficient of variation of 6.96. The daily time series for the period is distributed with a sample standard deviation of 0.1, arithmetic mean of 1.38, and mean deviation of 0.09. The Stock did not receive any noticable media coverage during the period.
12 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Cadus Corporation are ranked lower than 12 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Cadus Sharpe Ratio = 0.196
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Estimated Market Risk

 3.28
  actual daily
 
 70 %
of total potential
  

Expected Return

 0.64
  actual daily
 
 12 %
of total potential
  

Risk-Adjusted Return

 0.2
  actual daily
 
 12 %
of total potential
  
Based on monthly moving average Cadus is performing at about 12% 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.