Tsingtao Brewery (Germany) Risk Analysis And Volatility

TSI -- Germany Stock  

EUR 3.81  0.07  1.87%

Macroaxis considers Tsingtao Brewery unknown risk given 2 months investment horizon. Tsingtao Brewery owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.5774 which indicates the firm had 0.5774% of return per unit of risk over the last 2 months. Our philosophy towards measuring volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. By inspecting Tsingtao Brewery technical indicators you can presently evaluate if the expected return of 0.6239% is justified by implied risk. Please operate Tsingtao Brewery Coefficient Of Variation of (43,261) and Risk Adjusted Performance of 0.0078 to confirm if our risk estimates are consistent with your expectations.
Horizon     30 Days    Login   to change

Tsingtao Brewery Market Sensitivity

As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Tsingtao Brewery will likely underperform.
2 Months Beta |Analyze Tsingtao Brewery Demand Trend
Check current 30 days Tsingtao Brewery correlation with market (DOW)
β = 2.6426

Tsingtao Brewery Central Daily Price Deviation

Tsingtao Brewery Technical Analysis

Transformation
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

Tsingtao Brewery Projected Return Density Against Market

Assuming 30 trading days horizon, the stock has beta coefficient of 2.6426 . This entails as the benchmark fluctuates upward, the company is expected to outperform it on average . However, if the benchmark returns are expected to be negative, Tsingtao Brewery will likely underperform. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Tsingtao Brewery is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Tsingtao Brewery is 173.21. The daily returns are destributed with a variance of 1.17 and standard deviation of 1.08. The mean deviation of Tsingtao Brewery Company Limited is currently at 0.83. For similar time horizon, the selected benchmark (DOW) has volatility of 0.67
α
Alpha over DOW
=0.45
β
Beta against DOW=2.64
σ
Overall volatility
=1.08
Ir
Information ratio =0.02

Tsingtao Brewery Return Volatility

the firm assumes 1.0806% volatility of returns over the 30 days investment horizon. the entity inherits 0.6501% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Did you try this?

Run Chance of Distress Now

   

Chance of Distress

Get analysis of equity chance of financial distress in the next 2 years
All  Next Launch Chance of Distress

Investment Outlook

Tsingtao Brewery Investment Opportunity

Tsingtao Brewery Company Limited has a volatility of 1.08 and is 1.66 times more volatile than DOW. 9% 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 Company Limited is lower than 9 (%) of all global equities and portfolios over the last 30 days. Use Tsingtao Brewery Company Limited to enhance returns of your portfolios. The stock experiences large bullish trend. Check odds of Tsingtao Brewery to be traded at €4.19 in 30 days. . As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Tsingtao Brewery will likely underperform.

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 Company Limit and equity matching DJI index in the same portfolio.

Tsingtao Brewery Volatility Indicators

Tsingtao Brewery Company Limited Current Risk Indicators

Also please take a look at World Market Map. Please also try Companies Directory module to evaluate performance of over 100,000 stocks, funds, and etfs against different fundamentals.
Search macroaxis.com