500 com Performance

500 com Limited -- USA Stock  

USD 11.26  0.08  0.71%

500 com has performance score of 3 on a scale of 0 to 100. The corporation owns Beta (Systematic Risk) of 0.6249 which signifies that as returns on market increase, 500 com returns are expected to increase less than the market. However during bear market, the loss on holding 500 com will be expected to be smaller as well.. Although it is extremely important to respect 500 com Limited existing price patterns, it is better to be realistic regarding the information on equity price patterns. The way in which we are 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. By evaluating 500 com Limited technical indicators you can at this moment evaluate if the expected return of 0.0806% will be sustainable into the future. 500 com Limited today owns a risk of 1.7395%. Please confirm 500 com Limited Jensen Alpha, Semi Variance and the relationship between Standard Deviation and Value At Risk to decide if 500 com Limited will be following its current price history.
Investment Horizon     30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  1,110  in 500 com Limited on September 20, 2017 and sell it today you would earn a total of  17  from holding 500 com Limited or generate 1.53% return on investment over 30 days. 500 com Limited is currenly generating 0.0806% of daily expected returns and assumes 1.7395% risk (volatility on return distribution) over the 30 days horizon. In different words, 16% of equities are less volatile than 500 com 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 com Limited is expected to generate 1.53 times less return on investment than the market. In addition to that, the company is 7.39 times more volatile than its market benchmark. It trades about 0.05 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.52 per unit of volatility.

500 com Daily Price Distribution

The median price of 500 com for the period between Wed, Sep 20, 2017 and Fri, Oct 20, 2017 is 11.23 with a coefficient of variation of 1.48. The daily time series for the period is distributed with a sample standard deviation of 0.17, arithmetic mean of 11.23, and mean deviation of 0.13. The Stock did not receive any noticable media coverage during the period.
3 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in 500 com Limited are ranked lower than 3 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

500 com Sharpe Ratio = 0.0463
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Estimated Market Risk

 1.74
  actual daily
 
 84 %
of total potential
  

Expected Return

 0.08
  actual daily
 
 1 %
of total potential
  

Risk-Adjusted Return

 0.05
  actual daily
 
 3 %
of total potential
  
Based on monthly moving average 500 com is performing at about 3% 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 com by adding it to a well-diversified portfolio.