Tsingtao Brewery (Germany) Performance

TSI -- Germany Stock  

EUR 3.38  0.04  1.20%

Macroaxis gives Tsingtao Brewery performance score of 0 on a scale of 0 to 100. The entity has beta of 2.1074 which indicates as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Tsingtao Brewery will likely underperform.. Even though it is essential to pay attention to Tsingtao Brewery current price movements, it is always good to be careful when utilizing equity historical returns. Macroaxis philosophy towards 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 Company Limited exposes twenty-one different technical indicators which can help you to evaluate its performance. Tsingtao Brewery has expected return of -1.675%. Please be advised to validate Tsingtao Brewery Maximum Drawdown, Semi Variance and the relationship between Jensen Alpha and Potential Upside to decide if Tsingtao Brewery past performance will be repeated at some point in the near future.
Horizon     30 Days    Login   to change

Tsingtao Brewery Relative Risk vs. Return Landscape

If you would invest  359.00  in Tsingtao Brewery Company Limited on November 11, 2018 and sell it today you would lose (20.00)  from holding Tsingtao Brewery Company Limited or give up 5.57% of portfolio value over 30 days. Tsingtao Brewery Company Limited is producing return of less than zero assuming 7.9387% volatility of returns over the 30 days investment horizon. Simply put, 71% of all equities have less volatile historical return distribution than Tsingtao Brewery Company Limited 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 Company Limited is expected to under-perform the market. In addition to that, the company is 6.15 times more volatile than its market benchmark. It trades about -0.21 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.07 per unit of volatility.

Tsingtao Brewery Market Risk Analysis

Sharpe Ratio = -0.211
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Tsingtao Brewery Relative Performance Indicators

Estimated Market Risk
 7.94
  actual daily
 
 71 %
of total potential
 
71
Expected Return
 -1.67
  actual daily
 
 0 %
of total potential
 
0
Risk-Adjusted Return
 -0.21
  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 Company Limited Risk Adjusted Performance Analysis

0

Risk-Adjusted Performance

Over the last 30 days Tsingtao Brewery Company Limited has generated negative risk-adjusted returns adding no value to investors with long positions.

Tsingtao Brewery Alerts

Equity Alerts and Improvement Suggestions

Tsingtao Brewery is not yet fully synchronised with the market data
Tsingtao Brewery generates negative expected return over the last 30 days
Tsingtao Brewery has high historical volatility and very poor performance

Tsingtao Brewery Performance Indicators

Tsingtao Brewery Basic Price Performance Measures

Fifty Two Week Low3.39
Fifty Two Week High5.76
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