TSINGTAO BREWERY (Germany) Performance

TSI -- Germany Stock  

EUR 3.44  0.01  0.29%

Macroaxis gives TSINGTAO BREWERY performance score of 0 on a scale of 0 to 100. The entity has beta of 0.5814 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.. Even though it is essential to pay attention to TSINGTAO BREWERY H current price movements, it is always good to be careful when utilizing equity historical returns. Macroaxis way in which we are measuring future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. TSINGTAO BREWERY H YC 1 exposes twenty-one different technical indicators which can help you to evaluate its performance. TSINGTAO BREWERY H has expected return of -0.0948%. Please be advised to validate TSINGTAO BREWERY Standard Deviation, Information Ratio, Treynor Ratio, as well as the relationship between Variance and Jensen Alpha to decide if TSINGTAO BREWERY H past performance will be repeated at some future point.
Horizon     30 Days    Login   to change

TSINGTAO BREWERY H Relative Risk vs. Return Landscape

If you would invest  359.00  in TSINGTAO BREWERY H YC 1 on November 10, 2018 and sell it today you would lose (15.00)  from holding TSINGTAO BREWERY H YC 1 or give up 4.18% of portfolio value over 30 days. TSINGTAO BREWERY H YC 1 is producing return of less than zero assuming 2.3652% volatility of returns over the 30 days investment horizon. Simply put, 21% of all equities have less volatile historical return distribution than TSINGTAO BREWERY H YC 1 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 H YC 1 is expected to under-perform the market. In addition to that, the company is 1.83 times more volatile than its market benchmark. It trades about -0.04 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.04 per unit of volatility.

TSINGTAO BREWERY Market Risk Analysis

Sharpe Ratio = -0.0401
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TSINGTAO BREWERY Relative Performance Indicators

Estimated Market Risk
 2.37
  actual daily
 
 21 %
of total potential
 
21
Expected Return
 -0.09
  actual daily
 
 0 %
of total potential
 
0
Risk-Adjusted Return
 -0.04
  actual daily
 
 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

0

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 generates negative expected return over the last 30 days

TSINGTAO BREWERY Performance Indicators

TSINGTAO BREWERY H Basic Price Performance Measures

Fifty Two Week Low3.25
Fifty Two Week High5.61

TSINGTAO BREWERY Dividends

TSINGTAO BREWERY H Dividends Analysis

Check TSINGTAO BREWERY H dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
Check Dividends  
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