500 Performance

WBAI -- USA Stock  

USD 10.86  0.51  4.49%

Macroaxis gives 500 performance score of 0 on a scale of 0 to 100. The corporation owns Beta (Systematic Risk) of -0.6328 which signifies that as returns on market increase, returns on owning 500 are expected to decrease at a much smaller rate. During bear market, 500 is likely to outperform the market.. Even though it is essential to pay attention to 500 Limited existing price patterns, it is always good to be careful when utilizing equity price patterns. Macroaxis way in which we are foreseeing 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. 500 exposes twenty-one different technical indicators which can help you to evaluate its performance. 500 Limited has expected return of -0.7443%. Please be advised to confirm 500 Limited Jensen Alpha, Semi Variance and the relationship between Standard Deviation and Value At Risk to decide if 500 Limited past performance will be repeated sooner or later.
Horizon     30 Days    Login   to change

500 Limited Relative Risk vs. Return Landscape

If you would invest  1,266  in 500 Limited on August 25, 2018 and sell it today you would lose (180.00)  from holding 500 Limited or give up 14.22% of portfolio value over 30 days. 500 Limited is currently does not generate positive expected returns and assumes 2.0173% risk (volatility on return distribution) over the 30 days horizon. In different words, 18% of equities are less volatile than 500 Limited and 99% 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, 500 Limited is expected to under-perform the market. In addition to that, the company is 4.84 times more volatile than its market benchmark. It trades about -0.37 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.32 per unit of volatility.

500 Market Risk Analysis

Sharpe Ratio = -0.369
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500 Relative Performance Indicators

Estimated Market Risk
 2.02
  actual daily
 
 82 %
of total potential
  
Expected Return
 -0.74
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.37
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average 500 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 500 by adding it to a well-diversified portfolio.

500 Performance Rating

500 Limited Risk Adjusted Performance Analysis

0 

Risk-Adjusted Performance

Over the last 30 days 500 Limited has generated negative risk-adjusted returns adding no value to investors with long positions.

500 Alerts

Equity Alerts and Improvement Suggestions

500 Limited generates negative expected return over the last 30 days
500 Limited has high likelihood to experience some financial distress in the next 2 years
The company reported previous year revenue of 29.2 M. Net Loss for the year was (48.24 M) with profit before overhead, payroll, taxes, and interest of 78.23 M.
About 27.0% of the company outstanding shares are owned by insiders
Latest headline from www.ft.com: US equities dip as EM currencies extend slide

500 Performance Indicators

500 Limited Basic Price Performance Measures

Quick Ratio6.68
Fifty Two Week Low9.05
Target High Price13.80
Fifty Two Week High23.22
Payout Ratio0.00%
Target Low Price13.80
See also Your Current Watchlist. Please also try Piotroski F Score module to get piotroski f score based on binary analysis strategy of nine different fundamentals.
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