BORUSSIA DORTMUND (Germany) Performance

BVB -- Germany Stock  

EUR 9.04  0.02  0.22%

BORUSSIA DORTMUND holds performance score of 33 on a scale of zero to a hundred. The firm shows Beta (market volatility) of 0.5301 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.. Although it is essential to pay attention to BORUSSIA DORTMUND historical returns, it is also good to be reasonable about what you can actually do with equity current trending patterns. Macroaxis philosophy in foreseeing future performance of any stock is to look not only at its past charts but also at the business as a whole, including all fundamental and technical indicators. To evaluate if BORUSSIA DORTMUND expected return of 1.6374 will be sustainable into the future, we have found twenty-one different technical indicators which can help you to check if the expected returns are sustainable. Use BORUSSIA DORTMUND Value At Risk, Expected Short fall and the relationship between Treynor Ratio and Downside Variance to analyze future returns on BORUSSIA DORTMUND.
Horizon     30 Days    Login   to change

BORUSSIA DORTMUND Relative Risk vs. Return Landscape

If you would invest  736.00  in BORUSSIA DORTMUND on November 10, 2018 and sell it today you would earn a total of  167.50  from holding BORUSSIA DORTMUND or generate 22.76% return on investment over 30 days. BORUSSIA DORTMUND is generating 1.6374% of daily returns assuming 3.2831% volatility of returns over the 30 days investment horizon. Simply put, 29% of all equities have less volatile historical return distribution than BORUSSIA DORTMUND and 69% 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, BORUSSIA DORTMUND is expected to generate 2.55 times more return on investment than the market. However, the company is 2.55 times more volatile than its market benchmark. It trades about 0.5 of its potential returns per unit of risk. The DOW is currently generating roughly -0.04 per unit of risk.

BORUSSIA DORTMUND Market Risk Analysis

Sharpe Ratio = 0.4987
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BORUSSIA DORTMUND Relative Performance Indicators

Estimated Market Risk
 3.28
  actual daily
 
 29 %
of total potential
 
29
Expected Return
 1.64
  actual daily
 
 31 %
of total potential
 
31
Risk-Adjusted Return
 0.5
  actual daily
 
 33 %
of total potential
 
33
Based on monthly moving average BORUSSIA DORTMUND is performing at about 33% 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 portfolio.

BORUSSIA DORTMUND Performance Rating

BORUSSIA DORTMUND Risk Adjusted Performance Analysis

33

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in BORUSSIA DORTMUND are ranked lower than 33 (%) of all global equities and portfolios over the last 30 days.

BORUSSIA DORTMUND Alerts

Equity Alerts and Improvement Suggestions

BORUSSIA DORTMUND is not yet fully synchronised with the market data
BORUSSIA DORTMUND appears to be very risky and stock price may revert if volatility continues

BORUSSIA DORTMUND Performance Indicators

BORUSSIA DORTMUND Basic Price Performance Measures

Fifty Two Week Low4.920
Fifty Two Week High9.290
Check also Trending Equities. Please also try Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
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