|BVB -- Germany Stock|| |
EUR 7.02 0.18 2.50%
The firm shows Beta (market volatility) of 0.423 which signifies that as returns on market increase, BORUSSIA DORTMUND returns are expected to increase less than the market. However during bear market, the loss on holding BORUSSIA DORTMUND will be expected to be smaller as well. Even though it is essential to pay attention to BORUSSIA DORTMUND
historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy in 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
. BORUSSIA DORTMUND exposes twenty-one different technical indicators which can help you to evaluate its performance. BORUSSIA DORTMUND
has expected return of -0.7677%. Please be advised to confirm BORUSSIA DORTMUND Value At Risk
, Expected Short fall
and the relationship
between Treynor Ratio
and Downside Variance
to decide if BORUSSIA DORTMUND
past performance will be repeated at future time.
BORUSSIA DORTMUND Relative Risk vs. Return Landscape
If you would invest 895.00
in BORUSSIA DORTMUND on February 21, 2019
and sell it today you would lose (193.50)
from holding BORUSSIA DORTMUND or give up 21.62%
of portfolio value over 30
days. BORUSSIA DORTMUND is producing return of less than zero assuming 2.8666% volatility of returns over the 30 days investment horizon. Simply put, 25% of all equities have less volatile historical return distribution than BORUSSIA DORTMUND 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, BORUSSIA DORTMUND is expected to under-perform the market. In addition to that, the company is 4.18 times more volatile than its market benchmark. It trades about -0.27 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.15 per unit of volatility.
BORUSSIA DORTMUND Market Risk Analysis
Sharpe Ratio = -0.2678
BORUSSIA DORTMUND Relative Performance Indicators
Estimated Market Risk
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Based on monthly moving average BORUSSIA DORTMUND 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 BORUSSIA DORTMUND
by adding it to a well-diversified
Over the last 30 days BORUSSIA DORTMUND has generated negative risk-adjusted returns adding no value to investors with long positions.
|BORUSSIA DORTMUND is not yet fully synchronised with the market data|
|BORUSSIA DORTMUND generates negative expected return over the last 30 days|
|BORUSSIA DORTMUND has high likelihood to experience some financial distress in the next 2 years|
|Fifty Two Week Low||4.920|
|Fifty Two Week High||10.300|
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