MSAD Insurance Performance

MSAD Insurance Group Holdings Inc -- USA Stock  

USD 16.28  0.15  0.91%

Macroaxis gives MSAD Insurance performance score of 0 on a scale of 0 to 100. The company owns Beta (Systematic Risk) of 0.4226 which conveys that as returns on market increase, MSAD Insurance returns are expected to increase less than the market. However during bear market, the loss on holding MSAD Insurance will be expected to be smaller as well.. Even though it is essential to pay attention to MSAD Insurance Group existing price patterns, it is always good to be careful when utilizing equity price patterns. Macroaxis way of estimating 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. MSAD Insurance exposes twenty-eight different technical indicators which can help you to evaluate its performance. MSAD Insurance Group has expected return of -0.001%. Please be advised to verify MSAD Insurance Group Holdings Inc Maximum Drawdown, and the relationship between Information Ratio and Expected Short fall to decide if MSAD Insurance Group past performance will be repeated at future time.
Investment Horizon     30 Days    Login   to change

MSAD Insurance Group Relative Risk vs. Return Landscape

If you would invest  1,640  in MSAD Insurance Group Holdings Inc on November 14, 2017 and sell it today you would lose (5)  from holding MSAD Insurance Group Holdings Inc or give up 0.3% of portfolio value over 30 days. MSAD Insurance Group Holdings Inc is currently producing negative expected returns and takes up 1.6461% volatility of returns over 30 trading days. Put another way, 15% 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, MSAD Insurance Group Holdings Inc is expected to under-perform the market. In addition to that, the company is 3.28 times more volatile than its market benchmark. It trades about 0.0 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.42 per unit of volatility.

MSAD Insurance Daily Price Distribution

The median price of MSAD Insurance for the period between Tue, Nov 14, 2017 and Thu, Dec 14, 2017 is 16.07 with a coefficient of variation of 2.39. The daily time series for the period is distributed with a sample standard deviation of 0.38, arithmetic mean of 16.02, and mean deviation of 0.32. The Stock did not receive any noticable media coverage during the period.
0 

Risk-Adjusted Performance

Over the last 30 days MSAD Insurance Group Holdings Inc has generated negative risk-adjusted returns adding no value to investors with long positions.

One Month Efficiency

MSAD Insurance Sharpe Ratio = -6.0E-4
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Estimated Market Risk

 1.65
  actual daily
 
 85 %
of total potential
  

Expected Return

 0.0
  actual daily
 
 1 %
of total potential
  

Risk-Adjusted Return

 0.0
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average MSAD Insurance 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 MSAD Insurance by adding it to a well-diversified portfolio.

Dividends

MSAD Insurance Group Dividends Analysis
Check MSAD Insurance Group dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
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