BORUSSIA DORTMUND (Germany) Performance

BVB -- Germany Stock  

EUR 7.83  0.00  0.00%

On a scale of 0 to 100 BORUSSIA DORTMUND holds performance score of 13. The firm shows Beta (market volatility) of -0.2181 which signifies that as returns on market increase, returns on owning BORUSSIA DORTMUND are expected to decrease at a much smaller rate. During bear market, BORUSSIA DORTMUND is likely to outperform the market.. Although it is vital to follow to BORUSSIA DORTMUND historical returns, it is good to be conservative about what you can actually do with the information regarding equity current trending patterns. The philosophy in foreseeing future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. We have found twenty-one technical indicators for BORUSSIA DORTMUND which you can use to evaluate performance of the firm. Please makes use of BORUSSIA DORTMUND Value At Risk, Expected Short fall and the relationship between Treynor Ratio and Downside Variance to make a quick decision on weather BORUSSIA DORTMUND price patterns will revert.
Horizon     30 Days    Login   to change

BORUSSIA DORTMUND Relative Risk vs. Return Landscape

If you would invest  720.00  in BORUSSIA DORTMUND on September 23, 2018 and sell it today you would earn a total of  63.00  from holding BORUSSIA DORTMUND or generate 8.75% return on investment over 30 days. BORUSSIA DORTMUND is generating 0.5607% of daily returns assuming 2.7239% volatility of returns over the 30 days investment horizon. Simply put, 24% of all equities have less volatile historical return distribution than BORUSSIA DORTMUND and 90% 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 2.62 times more return on investment than the market. However, the company is 2.62 times more volatile than its market benchmark. It trades about 0.21 of its potential returns per unit of risk. The DOW is currently generating roughly -0.23 per unit of risk.

BORUSSIA DORTMUND Market Risk Analysis

Sharpe Ratio = 0.2059
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BORUSSIA DORTMUND Relative Performance Indicators

Estimated Market Risk
 2.72
  actual daily
 
 76 %
of total potential
  
Expected Return
 0.56
  actual daily
 
 10 %
of total potential
  
Risk-Adjusted Return
 0.21
  actual daily
 
 13 %
of total potential
  
Based on monthly moving average BORUSSIA DORTMUND is performing at about 13% 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

13 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in BORUSSIA DORTMUND are ranked lower than 13 (%) 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 has high likelihood to experience some financial distress in the next 2 years
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