MSAD Insurance Performance

MSAD Insurance Group Holdings Inc -- USA Stock  

USD 15.81  0.67  4.41%

MSAD Insurance has performance score of 1 on a scale of 0 to 100. The company owns Beta (Systematic Risk) of -0.1114 which conveys that as returns on market increase, returns on owning MSAD Insurance are expected to decrease at a much smaller rate. During bear market, MSAD Insurance is likely to outperform the market.. 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 0.0352% will be sustainable into the future. MSAD Insurance Group currently owns a risk of 1.5189%. Please verify MSAD Insurance Group Holdings Inc Maximum Drawdown, and the relationship between Information Ratio and Expected Short fall to decide if MSAD Insurance Group Holdings Inc will be following its current price history.
 Time Horizon     30 Days    Login   to change

MSAD Insurance Group Relative Risk vs. Return Landscape

If you would invest  1,571  in MSAD Insurance Group Holdings Inc on February 19, 2018 and sell it today you would earn a total of  9.50  from holding MSAD Insurance Group Holdings Inc or generate 0.6% return on investment over 30 days. MSAD Insurance Group Holdings Inc is currently producing 0.0352% returns and takes up 1.5189% volatility of returns over 30 trading days. Put another way, 14% 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 1.61 times more return on investment than the market. However, the company is 1.61 times more volatile than its market benchmark. It trades about 0.02 of its potential returns per unit of risk. The DOW is currently generating roughly -0.04 per unit of risk.

MSAD Insurance Daily Price Distribution

The median price of MSAD Insurance for the period between Mon, Feb 19, 2018 and Wed, Mar 21, 2018 is 15.51000023 with a coefficient of variation of 62.68. The daily time series for the period is distributed with a sample standard deviation of 7.1, arithmetic mean of 11.33, and mean deviation of 6.18. The Stock did not receive any noticable media coverage during the period.

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in MSAD Insurance Group Holdings Inc are ranked lower than 1 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

MSAD Insurance Sharpe Ratio = 0.0232
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Estimated Market Risk

  actual daily
 86 %
of total potential

Expected Return

  actual daily
 1 %
of total potential

Risk-Adjusted Return

  actual daily
 1 %
of total potential
Based on monthly moving average MSAD Insurance is performing at about 1% 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.


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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