TSINGTAO BREWERY (Germany) Performance

TSI -- Germany Stock  

EUR 3.77  0.00  0.00%

On a scale of 0 to 100 TSINGTAO BREWERY holds performance score of 9. The entity has beta of -0.1255 which indicates as returns on market increase, returns on owning TSINGTAO BREWERY are expected to decrease at a much smaller rate. During bear market, TSINGTAO BREWERY is likely to outperform the market.. Although it is vital to follow to TSINGTAO BREWERY H current price movements, it is good to be conservative about what you can actually do with the information regarding equity historical returns. The way in which we are measuring 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 evaluating TSINGTAO BREWERY H technical indicators you can currently evaluate if the expected return of 0.3756% will be sustainable into the future. Please operates TSINGTAO BREWERY Standard Deviation, Information Ratio, Treynor Ratio, as well as the relationship between Variance and Jensen Alpha to make a quick decision on weather TSINGTAO BREWERY H existing price patterns will revert.
Horizon     30 Days    Login   to change

TSINGTAO BREWERY H Relative Risk vs. Return Landscape

If you would invest  358.00  in TSINGTAO BREWERY H YC 1 on September 15, 2018 and sell it today you would earn a total of  19.00  from holding TSINGTAO BREWERY H YC 1 or generate 5.31% return on investment over 30 days. TSINGTAO BREWERY H YC 1 is generating 0.3756% of daily returns assuming 2.5722% volatility of returns over the 30 days investment horizon. Simply put, 23% of all equities have less volatile historical return distribution than TSINGTAO BREWERY H YC 1 and 93% 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, TSINGTAO BREWERY H YC 1 is expected to generate 2.45 times more return on investment than the market. However, the company is 2.45 times more volatile than its market benchmark. It trades about 0.15 of its potential returns per unit of risk. The DOW is currently generating roughly -0.12 per unit of risk.

TSINGTAO BREWERY Market Risk Analysis

Sharpe Ratio = 0.146
Good Returns
Average Returns
Small ReturnsTSI
Negative Returns

TSINGTAO BREWERY Relative Performance Indicators

Estimated Market Risk
  actual daily
 77 %
of total potential
Expected Return
  actual daily
 7 %
of total potential
Risk-Adjusted Return
  actual daily
 9 %
of total potential
Based on monthly moving average TSINGTAO BREWERY is performing at about 9% 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 TSINGTAO BREWERY by adding it to a well-diversified portfolio.

TSINGTAO BREWERY Performance Rating

TSINGTAO BREWERY H YC 1 Risk Adjusted Performance Analysis


Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in TSINGTAO BREWERY H YC 1 are ranked lower than 9 (%) of all global equities and portfolios over the last 30 days.


Equity Alerts and Improvement Suggestions

TSINGTAO BREWERY H is not yet fully synchronised with the market data

TSINGTAO BREWERY Performance Indicators

TSINGTAO BREWERY H Basic Price Performance Measures

Fifty Two Week Low3.32
Fifty Two Week High5.61
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