TSINGTAO BREWERY (Germany) Performance

TSI -- Germany Stock  

EUR 3.60  0.06  1.69%

Macroaxis gives TSINGTAO BREWERY performance score of 0 on a scale of 0 to 100. The entity has beta of 0.3616 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.. Even though it is essential to pay attention to TSINGTAO BREWERY H current price movements, it is always good to be careful when utilizing equity historical returns. Macroaxis way in which we are 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 H YC 1 exposes twenty-one different technical indicators which can help you to evaluate its performance. TSINGTAO BREWERY H has expected return of -0.2506%. 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 H past performance will be repeated at some future point.
Horizon     30 Days    Login   to change

TSINGTAO BREWERY H Relative Risk vs. Return Landscape

If you would invest  379.00  in TSINGTAO BREWERY H YC 1 on September 22, 2018 and sell it today you would lose (19.00)  from holding TSINGTAO BREWERY H YC 1 or give up 5.01% of portfolio value over 30 days. TSINGTAO BREWERY H YC 1 is producing return of less than zero assuming 2.036% volatility of returns over the 30 days investment horizon. Simply put, 18% 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 under-perform the market. In addition to that, the company is 1.92 times more volatile than its market benchmark. It trades about -0.12 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.21 per unit of volatility.

TSINGTAO BREWERY Market Risk Analysis

Sharpe Ratio = -0.1231
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Negative ReturnsTSI

TSINGTAO BREWERY Relative Performance Indicators

Estimated Market Risk
  actual daily
 82 %
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 H YC 1 Risk Adjusted Performance Analysis


Risk-Adjusted Performance

Over the last 30 days TSINGTAO BREWERY H YC 1 has generated negative risk-adjusted returns adding no value to investors with long positions.


Equity Alerts and Improvement Suggestions

TSINGTAO BREWERY H generates negative expected return over the last 30 days


TSINGTAO BREWERY H Dividends Analysis

Check TSINGTAO BREWERY H dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
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