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Genmab Stock Performance

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GMAB -- Denmark Stock  

DKK 1,380  0.50  0.0363%

The company retains a Market Volatility (i.e. Beta) of 0.2856, which attests that as returns on market increase, Genmab AS returns are expected to increase less than the market. However, during bear market, the loss on holding Genmab AS will be expected to be smaller as well. Even though it is essential to pay attention to Genmab AS current price history, it is always good to be careful when utilizing equity current price movements. Macroaxis philosophy towards 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. Genmab AS exposes twenty-one different technical indicators, which can help you to evaluate its performance. Genmab AS has an expected return of -0.0477%. Please be advised to check out Genmab AS Standard Deviation, Information Ratio, Treynor Ratio, as well as the relationship between Variance and Jensen Alpha to decide if Genmab AS stock performance from the past will be repeated at some point in the near future.
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Genmab AS Risk-Adjusted Performance

Over the last 30 days Genmab AS has generated negative risk-adjusted returns adding no value to investors with long positions. Allthough quite persistent forward indicators, Genmab AS is not utilizing all of its potentials. The current stock price mess, may contribute to short term losses for the partners.
Quick Ratio14.88
Fifty Two Week Low1,075.50
Fifty Two Week High1,734.50

Genmab AS Relative Risk vs. Return Landscape

If you would invest  146,650  in Genmab AS on March 8, 2020 and sell it today you would lose (8,700)  from holding Genmab AS or give up 5.93% of portfolio value over 30 days. Genmab AS is generating negative expected returns and assumes 3.2147% volatility on return distribution over the 30 days horizon. Simply put, 28% of equities are less volatile than Genmab AS 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, Genmab AS is expected to generate 0.81 times more return on investment than the market. However, the company is 1.24 times less risky than the market. It trades about -0.01 of its potential returns per unit of risk. The DOW is currently generating roughly -0.07 per unit of risk.

Genmab AS Market Risk Analysis

Sharpe Ratio = -0.0148
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Genmab AS Stock Performance Indicators

Estimated Market Risk
 3.21
  actual daily
 
 28 %
of total potential
 
2828
Expected Return
 -0.05
  actual daily
 
 0 %
of total potential
 
00
Risk-Adjusted Return
 -0.01
  actual daily
 
 0 %
of total potential
 
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Based on monthly moving average Genmab AS 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 Genmab AS by adding it to a well-diversified portfolio.

Genmab AS Alerts

Equity Alerts and Improvement Suggestions

Genmab AS generates negative expected return over the last 30 days
Genmab AS has high historical volatility and very poor performance
Please check Risk vs Return Analysis. Please also try Cryptocurrency Center module to build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency.
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Macroaxis is not a registered investment advisor or broker/dealer. All investments, including stocks, funds, ETFs, or cryptocurrencies, are speculative and involve substantial risk of loss. We encourage our investors to invest carefully. Much of our information is derived directly from data published by companies or submitted to governmental agencies which we believe are reliable, but are without our independent verification. Therefore, we cannot assure you that the information is accurate or complete. We do not in any way warrant or guarantee the success of any action you take in reliance on our statements or recommendations. Also, note that past performance is not necessarily indicative of future results. All investments carry risk, and all investment decisions of an individual remain the responsibility of that individual. There is no guarantee that systems, indicators, or signals will result in profits or that they will not result in losses. All investors are advised to fully understand all risks associated with any investing they choose to do. Hypothetical or simulated performance is not indicative of future results. We make no representations or warranties that any investor will, or is likely to, achieve profits similar to those shown because hypothetical or simulated performance is not necessarily indicative of future results. For more information please visit our terms and condition page