Majestic Wine Performance

MJWNF -- USA Stock  

USD 3.32  0.00  0.00%

Majestic Wine has performance score of 6 on a scale of 0 to 100. The company secures Beta (Market Risk) of -0.1195 which conveys that as returns on market increase, returns on owning Majestic Wine are expected to decrease at a much smaller rate. During bear market, Majestic Wine is likely to outperform the market. Although it is extremely important to respect Majestic Wine Plc price patterns, it is better to be realistic regarding the information on equity historical price patterns. The philosophy towards estimating 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. By analyzing Majestic Wine Plc technical indicators you can presently evaluate if the expected return of 0.0547% will be sustainable into the future. Majestic Wine Plc right now secures a risk of 0.5427%. Please verify Majestic Wine Plc Value At Risk, and the relationship between Total Risk Alpha and Expected Short fall to decide if Majestic Wine Plc will be following its current price movements.

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Majestic Wine Plc are ranked lower than 6 (%) of all global equities and portfolios over the last 30 days. In spite of rather sound fundamental drivers, Majestic Wine is not utilizing all of its potentials. The current stock price tumult, may contribute to shorter-term losses for the shareholders.
Quick Ratio0.27
Fifty Two Week Low3.3195
Fifty Two Week High3.6354
Horizon     30 Days    Login   to change

Majestic Wine Plc Relative Risk vs. Return Landscape

If you would invest  325.00  in Majestic Wine Plc on October 18, 2019 and sell it today you would earn a total of  7.00  from holding Majestic Wine Plc or generate 2.15% return on investment over 30 days. Majestic Wine Plc is currently producing 0.0547% returns and takes up 0.5427% volatility of returns over 30 trading days. Put another way, 4% of traded equities are less volatile than the company and 99% of traded equity instruments are likely to generate higher returns over the next 30 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming 30 trading days horizon, Majestic Wine is expected to generate 1.99 times less return on investment than the market. But when comparing it to its historical volatility, the company is 1.33 times less risky than the market. It trades about 0.1 of its potential returns per unit of risk. The DOW is currently generating roughly 0.15 of returns per unit of risk over similar time horizon.

Majestic Wine Market Risk Analysis

Sharpe Ratio = 0.1008
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Majestic Wine Relative Performance Indicators

Estimated Market Risk
  actual daily
 4 %
of total potential
Expected Return
  actual daily
 0 %
of total potential
Risk-Adjusted Return
  actual daily
 6 %
of total potential
Based on monthly moving average Majestic Wine is performing at about 6% 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 Majestic Wine by adding it to a well-diversified portfolio.

Majestic Wine Alerts

Equity Alerts and Improvement Suggestions

Majestic Wine Plc has high likelihood to experience some financial distress in the next 2 years
Please see also Stocks Correlation. Please also try Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.