HUGO BOSS (Germany) Performance

BOSS -- Germany Stock  

EUR 59.70  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 0.0182 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 -0.3125%. Please be advised to check out HUGO BOSS Coefficient Of Variation, Variance and the relationship between Downside Deviation and Standard Deviation to decide if HUGO BOSS AG past performance will be repeated at future time.
Horizon     30 Days    Login   to change

HUGO BOSS AG Relative Risk vs. Return Landscape

If you would invest  6,184  in HUGO BOSS AG NA O N on November 13, 2018 and sell it today you would lose (214.00)  from holding HUGO BOSS AG NA O N or give up 3.46% of portfolio value over 30 days. HUGO BOSS AG NA O N is generating negative expected returns and assumes 1.2486% volatility on return distribution over the 30 days horizon. Simply put, 11% 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 (%) 
      Risk (%) 
Assuming 30 trading days horizon, HUGO BOSS AG NA O N is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 1.04 times less risky than the market. the firm trades about -0.25 of its potential returns per unit of risk. The DOW is currently generating roughly -0.05 of returns per unit of risk over similar time horizon.

HUGO BOSS Market Risk Analysis

Sharpe Ratio = -0.2503
Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small Returns
CashSmall
Risk
Average
Risk
High
Risk
Huge
Risk
Negative ReturnsBOSS

HUGO BOSS Relative Performance Indicators

Estimated Market Risk
 1.25
  actual daily
 
 11 %
of total potential
 
11
Expected Return
 -0.31
  actual daily
 
 0 %
of total potential
 
0
Risk-Adjusted Return
 -0.25
  actual daily
 
 0 %
of total potential
 
0
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 portfolio.

HUGO BOSS Performance Rating

HUGO BOSS AG NA O N Risk Adjusted Performance Analysis

0

Risk-Adjusted Performance

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.

HUGO BOSS Alerts

Equity Alerts and Improvement Suggestions

HUGO BOSS AG is not yet fully synchronised with the market data
HUGO BOSS AG generates negative expected return over the last 30 days
Check also Trending Equities. Please also try My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
Search macroaxis.com