|BOSS -- Germany Stock|| |
EUR 59.28 0.000001 0.00%
Macroaxis gives HUGO BOSS performance score of 0 on a scale of 0 to 100. The company retains Market Volatility (i.e. Beta) of 0.2385 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 -0.0158%. 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 Relative Risk vs. Return Landscape
If you would invest 6,014
in HUGO BOSS AG NA O N on November 18, 2018
and sell it today you would lose (86.00)
from holding HUGO BOSS AG NA O N or give up 1.43%
of portfolio value over 30
days. HUGO BOSS AG NA O N is generating negative expected returns and assumes 2.0211% volatility on return distribution over the 30 days horizon. Simply put, 18% of equities are less volatile than HUGO BOSS AG NA O N and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
Daily Expected Return (%)
Assuming 30 trading days horizon, HUGO BOSS AG NA O N is expected to generate 1.52 times more return on investment than the market. However, the company is 1.52 times more volatile than its market benchmark. It trades about -0.01 of its potential returns per unit of risk. The DOW is currently generating roughly -0.13 per unit of risk.
HUGO BOSS Market Risk Analysis
Sharpe Ratio = -0.0078
HUGO BOSS Relative Performance Indicators
Estimated Market Risk
| || |
| || |
| || |
Based on monthly moving average HUGO BOSS 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 HUGO BOSS
by adding it to a well-diversified
Over the last 30 days HUGO BOSS AG NA O N has generated negative risk-adjusted returns adding no value to investors with long positions.
|Fifty Two Week Low||59.00|
|Fifty Two Week High||80.62|