Tsingtao Brewery (Germany) Performance

TSI -- Germany Stock  

EUR 3.59  0.01  0.28%

Macroaxis gives Tsingtao Brewery performance score of 0 on a scale of 0 to 100. The entity has beta of 1.0661 which indicates Tsingtao Brewery returns are very sensitive to returns on the market. as market goes up or down, Tsingtao Brewery is expected to follow.. Even though it is essential to pay attention to Tsingtao Brewery Limited 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 Limited has expected return of -1.8515%. 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 Limited past performance will be repeated at some point in the near future.
Horizon     30 Days    Login   to change

Tsingtao Brewery Limited Relative Risk vs. Return Landscape

If you would invest  410.00  in Tsingtao Brewery Company Limited on September 17, 2018 and sell it today you would lose (51.00)  from holding Tsingtao Brewery Company Limited or give up 12.44% of portfolio value over 30 days. Tsingtao Brewery Company Limited is producing return of less than zero assuming 2.5224% volatility of returns over the 30 days investment horizon. Simply put, 22% 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 2.39 times more volatile than its market benchmark. It trades about -0.73 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.05 per unit of volatility.

Tsingtao Brewery Market Risk Analysis

Sharpe Ratio = -0.734
Good Returns
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Negative ReturnsTSI

Tsingtao Brewery Relative Performance Indicators

Estimated Market Risk
  actual daily
 78 %
of total potential
Expected Return
  actual daily
 1 %
of total potential
Risk-Adjusted Return
  actual daily
 1 %
of total potential
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


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
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