TSINGTAO BREWERY (Germany) Performance

TSI -- Germany Stock  

EUR 3.72  0.00  0.00%

The entity has beta of 0.3456 which indicates as returns on market increase, TSINGTAO BREWERY returns are expected to increase less than the market. However during bear market, the loss on holding TSINGTAO BREWERY will be expected to be smaller as well. Although it is extremely important to respect TSINGTAO BREWERY H current price movements, it is better to be realistic regarding the information on 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 0.0184% will be sustainable into the future. TSINGTAO BREWERY H presently has a risk of 1.4256%. Please validate TSINGTAO BREWERY Standard Deviation, Information Ratio, Treynor Ratio, as well as the relationship between Variance and Jensen Alpha to decide if TSINGTAO BREWERY will be following its existing price patterns.
Horizon     30 Days    Login   to change

TSINGTAO BREWERY H Relative Risk vs. Return Landscape

If you would invest  371.00  in TSINGTAO BREWERY H YC 1 on February 22, 2019 and sell it today you would earn a total of  1.00  from holding TSINGTAO BREWERY H YC 1 or generate 0.27% return on investment over 30 days. TSINGTAO BREWERY H YC 1 is generating 0.0184% of daily returns assuming 1.4256% volatility of returns over the 30 days investment horizon. Simply put, 12% of all equities have less volatile historical return distribution than TSINGTAO BREWERY and 99% 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 is expected to generate 4.8 times less return on investment than the market. In addition to that, the company is 2.07 times more volatile than its market benchmark. It trades about 0.01 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.13 per unit of volatility.

TSINGTAO BREWERY Market Risk Analysis

Sharpe Ratio = 0.0129
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TSINGTAO BREWERY Relative Performance Indicators

Estimated Market Risk
 1.43
  actual daily
 
 12 %
of total potential
 
12
Expected Return
 0.02
  actual daily
 
 0 %
of total potential
 
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Risk-Adjusted Return
 0.01
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 0 %
of total potential
 
0
Based on monthly moving average TSINGTAO BREWERY is performing at about 0% 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

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Risk-Adjusted Performance

Over the last 30 days TSINGTAO BREWERY H YC 1 has generated negative risk-adjusted returns adding no value to investors with long positions.

TSINGTAO BREWERY Alerts

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 Low3.25
Fifty Two Week High5.61
Also please take a look at World Market Map. Please also try Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
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