BORUSSIA DORTMUND (Germany) Performance

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.
Horizon     30 Days    Login   to change

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 (%) 
      Risk (%) 
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
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BORUSSIA DORTMUND Relative Performance Indicators

Estimated Market Risk
  actual daily
 25 %
of total potential
Expected Return
  actual daily
 0 %
of total potential
Risk-Adjusted Return
  actual daily
 0 %
of total potential
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 portfolio.

BORUSSIA DORTMUND Performance Rating

BORUSSIA DORTMUND Risk Adjusted Performance Analysis


Risk-Adjusted Performance

Over the last 30 days BORUSSIA DORTMUND has generated negative risk-adjusted returns adding no value to investors with long positions.


Equity Alerts and Improvement Suggestions

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

BORUSSIA DORTMUND Performance Indicators

BORUSSIA DORTMUND Basic Price Performance Measures

Fifty Two Week Low4.920
Fifty Two Week High10.300


BORUSSIA DORTMUND Dividends Analysis

Check BORUSSIA DORTMUND dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
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