IPGK F (Germany) Performance

The etf retains Market Volatility (i.e. Beta) of 0.1518 which attests that as returns on market increase, IPGK F returns are expected to increase less than the market. However during bear market, the loss on holding IPGK F will be expected to be smaller as well.. Although it is vital to follow to IPGK F current price history, it is good to be conservative about what you can actually do with the information regarding equity current price movements. The philosophy towards determining future performance of any etf 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 IPGK F which you can use to evaluate performance of the entity.
Horizon     30 Days    Login   to change

IPGK F Relative Risk vs. Return Landscape

If you would invest  4,761  in IPGK F on November 12, 2018 and sell it today you would earn a total of  174.00  from holding IPGK F or generate 3.65% return on investment over 30 days. IPGK F is generating 0.6253% of daily returns assuming 2.5013% volatility of returns over the 30 days investment horizon. Simply put, 22% of all equities have less volatile historical return distribution than IPGK F and 89% 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, IPGK F is expected to generate 1.92 times more return on investment than the market. However, the company is 1.92 times more volatile than its market benchmark. It trades about 0.25 of its potential returns per unit of risk. The DOW is currently generating roughly -0.05 per unit of risk.

IPGK F Market Risk Analysis

Sharpe Ratio = 0.25
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IPGK F Relative Performance Indicators

Estimated Market Risk
 2.5
  actual daily
 
 22 %
of total potential
 
22
Expected Return
 0.63
  actual daily
 
 11 %
of total potential
 
11
Risk-Adjusted Return
 0.25
  actual daily
 
 16 %
of total potential
 
16
Based on monthly moving average IPGK F is performing at about 16% 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 IPGK F by adding it to a well-diversified portfolio.

IPGK F Performance Rating

IPGK F Risk Adjusted Performance Analysis

16

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in IPGK F are ranked lower than 16 (%) of all global equities and portfolios over the last 30 days.

IPGK F Alerts

Equity Alerts and Improvement Suggestions

IPGK F is not yet fully synchronised with the market data
IPGK F has some characteristics of a very speculative penny stock
Please also check Risk vs Return Analysis. Please also try Piotroski F Score module to get piotroski f score based on binary analysis strategy of nine different fundamentals.
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