TSINGTAO BREWERY (Germany) Performance

TSI -- Germany Stock  

EUR 3.60  0.02  0.55%

TSINGTAO BREWERY has performance score of 1 on a scale of 0 to 100. The entity has beta of 0.3152 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.. Although it is extremely important to respect TSINGTAO BREWERY H current price movements, it is better to be realistic regarding the information on equity historical returns. The way in which we are measuring future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By evaluating TSINGTAO BREWERY H technical indicators you can currently evaluate if the expected return of 0.072% will be sustainable into the future. TSINGTAO BREWERY H presently has a risk of 2.4825%. Please validate TSINGTAO BREWERY Maximum Drawdown, Semi Variance and the relationship between Jensen Alpha and Potential Upside to decide if TSINGTAO BREWERY will be following its existing price patterns.
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 11, 2018 and sell it today you would earn a total of  1.00  from holding TSINGTAO BREWERY H YC 1 or generate 0.28% return on investment over 30 days. TSINGTAO BREWERY H YC 1 is generating 0.072% of daily returns assuming 2.4825% volatility of returns over the 30 days investment horizon. Simply put, 22% 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 generate 1.9 times more return on investment than the market. However, the company is 1.9 times more volatile than its market benchmark. It trades about 0.03 of its potential returns per unit of risk. The DOW is currently generating roughly -0.06 per unit of risk.

TSINGTAO BREWERY Market Risk Analysis

Sharpe Ratio = 0.029
Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small Returns
CashSmall
Risk
TSIHigh
Risk
Huge
Risk
Negative Returns

TSINGTAO BREWERY Relative Performance Indicators

Estimated Market Risk
 2.48
  actual daily
 
 22 %
of total potential
 
22
Expected Return
 0.07
  actual daily
 
 1 %
of total potential
 
1
Risk-Adjusted Return
 0.03
  actual daily
 
 1 %
of total potential
 
1
Based on monthly moving average TSINGTAO BREWERY is performing at about 1% 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

1

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in TSINGTAO BREWERY H YC 1 are ranked lower than 1 (%) of all global equities and portfolios over the last 30 days.

TSINGTAO BREWERY Alerts

Equity Alerts and Improvement Suggestions

TSINGTAO BREWERY H is not yet fully synchronised with the market data
Also please take a look at World Market Map. Please also try Idea Breakdown module to analyze constituents of all macroaxis ideas. macroaxis investment ideas are predefined, sector-focused investing themes.
Search macroaxis.com