|Horizon||30 Days Login to change|
Scope Metals Group Relative Risk vs. Return LandscapeIf you would invest 1,086,000 in Scope Metals Group Ltd on September 21, 2018 and sell it today you would lose (16,000) from holding Scope Metals Group Ltd or give up 1.47% of portfolio value over 30 days. Scope Metals Group Ltd is generating negative expected returns and assumes 1.178% volatility on return distribution over the 30 days horizon. Simply put, 10% of equities are less volatile than Scope Metals Group Ltd and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
Scope Metals Market Risk Analysis
Sharpe Ratio = -0.2469
Scope Metals Relative Performance Indicators