500 com Performance

500 com Limited -- USA Stock  

USD 9.55  0.11  1.17%

Macroaxis gives 500 com performance score of 0 on a scale of 0 to 100. The corporation owns Beta (Systematic Risk) of -0.2893 which signifies that as returns on market increase, returns on owning 500 com are expected to decrease at a much smaller rate. During bear market, 500 com is likely to outperform the market.. Even though it is essential to pay attention to 500 com 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 com exposes twenty-one different technical indicators which can help you to evaluate its performance. 500 com Limited has expected return of -0.1534%. Please be advised to confirm 500 com Limited Jensen Alpha, Semi Variance and the relationship between Standard Deviation and Value At Risk to decide if 500 com Limited past performance will be repeated sooner or later.
Investment Horizon     30 Days    Login   to change

500 com Limited Relative Risk vs. Return Landscape

If you would invest  991  in 500 com Limited on November 12, 2017 and sell it today you would lose (36)  from holding 500 com Limited or give up 3.63% of portfolio value over 30 days. 500 com Limited is currenly does not generate positive expected returns and assumes 2.1776% risk (volatility on return distribution) over the 30 days horizon. In different words, 20% 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 under-perform the market. In addition to that, the company is 4.32 times more volatile than its market benchmark. It trades about -0.07 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.38 per unit of volatility.

500 com Daily Price Distribution

The median price of 500 com for the period between Sun, Nov 12, 2017 and Tue, Dec 12, 2017 is 10.21 with a coefficient of variation of 4.57. The daily time series for the period is distributed with a sample standard deviation of 0.46, arithmetic mean of 10.14, and mean deviation of 0.39. The Stock received some media coverage during the period.
0 

Risk-Adjusted Performance

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

One Month Efficiency

500 com Sharpe Ratio = -0.0704
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Estimated Market Risk

 2.18
  actual daily
 
 80 %
of total potential
  

Expected Return

 -0.15
  actual daily
 
 1 %
of total potential
  

Risk-Adjusted Return

 -0.07
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average 500 com 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 com by adding it to a well-diversified portfolio.