Macroaxis considers HUGO BOSS to be very steady. HUGO BOSS AG
holds Efficiency (Sharpe) Ratio of -0.0035 which attests that the entity had -0.0035% of return per unit of return volatility over the last 2 months. Macroaxis way of determining risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators
. HUGO BOSS AG exposes twenty-one different technical indicators
which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out HUGO BOSS Semi Deviation
of 2.17, Risk Adjusted Performance
of 0.043 and Market Risk Adjusted Performance
of 0.4617 to validate risk estimate we provide. The company retains Market Volatility (i.e. Beta) of 0.2121 which attests that as returns on market increase, HUGO BOSS returns are expected to increase less than the market. However during bear market, the loss on holding HUGO BOSS will be expected to be smaller as well. Even though it is essential to pay attention to HUGO BOSS AG
current price history, it is always good to be careful when utilizing equity current price movements. Macroaxis way of determining 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
. HUGO BOSS AG exposes twenty-one different technical indicators which can help you to evaluate its performance. HUGO BOSS AG
has expected return of -0.0069%. Please be advised to check out HUGO BOSS Coefficient Of Variation
and the relationship
between Downside Deviation
and Standard Deviation
to decide if HUGO BOSS AG
past performance will be repeated at future time.
HUGO BOSS AG NA O N has weak predictability. Overlapping area represents the amount of predictability between HUGO BOSS time series from January 23, 2019 to February 22, 2019 and February 22, 2019 to March 24, 2019. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of HUGO BOSS AG price movement. The serial correlation of 0.23 indicates that over 23.0% of current HUGO BOSS price fluctuation can be explain by its past prices.