MSAD Insurance Performance

MSAD Insurance Group Holdings Inc -- USA Stock  

USD 16.41  0.31  1.85%

MSAD Insurance has performance score of 5 on a scale of 0 to 100. The company owns Beta (Systematic Risk) of 0.246 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.. Although it is extremely important to respect MSAD Insurance Group existing price patterns, it is better to be realistic regarding the information on equity price patterns. The way of estimating 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. By analyzing MSAD Insurance Group technical indicators you can now evaluate if the expected return of 0.0979% will be sustainable into the future. MSAD Insurance Group currently owns a risk of 1.2299%. Please verify MSAD Insurance Group Holdings Inc Standard Deviation as well as the relationship between Maximum Drawdown and Expected Short fall to decide if MSAD Insurance Group Holdings Inc will be following its current price history.
Investment Horizon     30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  1,639  in MSAD Insurance Group Holdings Inc on September 21, 2017 and sell it today you would earn a total of  33  from holding MSAD Insurance Group Holdings Inc or generate 2.01% return on investment over 30 days. MSAD Insurance Group Holdings Inc is currently producing 0.0979% returns and takes up 1.2299% volatility of returns over 30 trading days. Put another way, 11% 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 generate 1.64 times less return on investment than the market. In addition to that, the company is 4.97 times more volatile than its market benchmark. It trades about 0.08 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.65 per unit of volatility.

MSAD Insurance Daily Price Distribution

The median price of MSAD Insurance for the period between Thu, Sep 21, 2017 and Sat, Oct 21, 2017 is 16.35 with a coefficient of variation of 1.18. The daily time series for the period is distributed with a sample standard deviation of 0.19, arithmetic mean of 16.27, and mean deviation of 0.16. The Stock received some media coverage during the period.
5 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in MSAD Insurance Group Holdings Inc are ranked lower than 5 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

MSAD Insurance Sharpe Ratio = 0.0796
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Estimated Market Risk

 1.23
  actual daily
 
 89 %
of total potential
  

Expected Return

 0.1
  actual daily
 
 1 %
of total potential
  

Risk-Adjusted Return

 0.08
  actual daily
 
 5 %
of total potential
  
Based on monthly moving average MSAD Insurance is performing at about 5% 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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