Alibaba Group Performance

BABA -- USA Stock  

Quarterly Earning Report: November 1, 2019  

Alibaba Group has performance score of 1 on a scale of 0 to 100. The firm shows Beta (market volatility) of 1.4122 which signifies that as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Alibaba Group will likely underperform. Although it is extremely important to respect Alibaba Group Holding historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy towards 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 analyzing Alibaba Group Holding technical indicators you can presently evaluate if the expected return of 0.0329% will be sustainable into the future. Alibaba Group Holding right now shows a risk of 2.1295%. Please confirm Alibaba Group Holding Coefficient Of Variation, Sortino Ratio, Potential Upside, as well as the relationship between Jensen Alpha and Maximum Drawdown to decide if Alibaba Group Holding will be following its price patterns.
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Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Alibaba Group Holding Limited are ranked lower than 1 (%) of all global equities and portfolios over the last 30 days. Despite somewhat strong basic indicators, Alibaba Group is not utilizing all of its potentials. The prevailing stock price disturbance, may contribute to short term losses for the investors.
Quick Ratio1.05
Fifty Two Week Low129.77
Target High Price282.19
Fifty Two Week High195.72
Target Low Price163.27
Horizon     30 Days    Login   to change

Alibaba Group Holding Relative Risk vs. Return Landscape

If you would invest  17,482  in Alibaba Group Holding Limited on September 15, 2019 and sell it today you would earn a total of  118.00  from holding Alibaba Group Holding Limited or generate 0.67% return on investment over 30 days. Alibaba Group Holding Limited is currently generating 0.0329% of daily expected returns and assumes 2.1295% risk (volatility on return distribution) over the 30 days horizon. In different words, 19% of equities are less volatile than Alibaba Group 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, Alibaba Group is expected to generate 2.15 times more return on investment than the market. However, the company is 2.15 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 0.0 per unit of risk.

Alibaba Group Market Risk Analysis

Sharpe Ratio = 0.0155
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Alibaba Group Relative Performance Indicators

Estimated Market Risk
 2.13
  actual daily
 
 19 %
of total potential
 
1919
Expected Return
 0.03
  actual daily
 
 0 %
of total potential
 
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Risk-Adjusted Return
 0.02
  actual daily
 
 1 %
of total potential
 
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Based on monthly moving average Alibaba Group 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 Alibaba Group by adding it to a well-diversified portfolio.

Alibaba Group Alerts

Equity Alerts and Improvement Suggestions

About 48.0% of the company shares are held by company insiders
Latest headline from simplywall.st: Is Alibaba Group Holding Limiteds PE Ratio Really That Good - Simply Wall St
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