|Horizon||30 Days Login to change|
Teva Pharmaceutical Relative Risk vs. Return LandscapeIf you would invest 884,800 in Teva Pharmaceutical Industries Limited on September 19, 2018 and sell it today you would lose (90,800) from holding Teva Pharmaceutical Industries Limited or give up 10.26% of portfolio value over 30 days. Teva Pharmaceutical Industries Limited is generating negative expected returns and assumes 2.1137% volatility on return distribution over the 30 days horizon. Simply put, 19% of equities are less volatile than Teva Pharmaceutical Industries Limited and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
Teva Pharmaceutical Market Risk Analysis
Sharpe Ratio = -0.2904
Teva Pharmaceutical Relative Performance Indicators