TSINGTAO BREWERY (Germany) Risk Analysis And Volatility

TSI -- Germany Stock  

EUR 3.72  0.00  0.00%

We consider TSINGTAO BREWERY unknown risk. TSINGTAO BREWERY H owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.0129 which indicates the firm had 0.0129% of return per unit of volatility over the last 2 months. Our way in which we are measuring volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for TSINGTAO BREWERY H YC 1 which you can use to evaluate future volatility of the company. Please validate TSINGTAO BREWERY Risk Adjusted Performance of 0.1441 and Coefficient Of Variation of 515.05 to confirm if risk estimate we provide are consistent with the epected return of 0.0184%.
Horizon     30 Days    Login   to change

TSINGTAO BREWERY Market Sensitivity

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.
2 Months Beta |Analyze TSINGTAO BREWERY H Demand Trend
Check current 30 days TSINGTAO BREWERY correlation with market (DOW)
β = 0.3456

TSINGTAO BREWERY Central Daily Price Deviation

TSINGTAO BREWERY H Technical Analysis

Transformation
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TSINGTAO BREWERY Projected Return Density Against Market

Assuming 30 trading days horizon, TSINGTAO BREWERY has beta of 0.3456 . This entails as returns on market go up, TSINGTAO BREWERY average returns are expected to increase less than the benchmark. However during bear market, the loss on holding TSINGTAO BREWERY H YC 1 will be expected to be much smaller as well. Moreover, The company has an alpha of 0.266 implying that it can potentially generate 0.266% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of TSINGTAO BREWERY is 7736.8. The daily returns are destributed with a variance of 2.03 and standard deviation of 1.43. The mean deviation of TSINGTAO BREWERY H YC 1 is currently at 0.95. For similar time horizon, the selected benchmark (DOW) has volatility of 0.71
α
Alpha over DOW
=0.27
β
Beta against DOW=0.35
σ
Overall volatility
=1.43
Ir
Information ratio =0.15

TSINGTAO BREWERY Return Volatility

the firm assumes 1.4256% volatility of returns over the 30 days investment horizon. the entity inherits 0.6883% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

TSINGTAO BREWERY Investment Opportunity

TSINGTAO BREWERY H YC 1 has a volatility of 1.43 and is 2.07 times more volatile than DOW. 12% of all equities and portfolios are less risky than TSINGTAO BREWERY. Compared to the overall equity markets, volatility of historical daily returns of TSINGTAO BREWERY H YC 1 is lower than 12 (%) of all global equities and portfolios over the last 30 days. Use TSINGTAO BREWERY H YC 1 to protect your portfolios against small markets fluctuations. The stock experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of TSINGTAO BREWERY to be traded at €3.68 in 30 days. . 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.

TSINGTAO BREWERY correlation with market

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding TSINGTAO BREWERY H YC 1 and equity matching DJI index in the same portfolio.

TSINGTAO BREWERY Volatility Indicators

TSINGTAO BREWERY H YC 1 Current Risk Indicators

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