The entity has beta of 0.0 which indicates the returns on MARKET and Two Harbors are completely uncorrelated. Although it is extremely important to respect Two Harbors Investment current price movements, it is better to be realistic regarding the information on equity historical returns. The philosophy towards 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 inspecting Two Harbors Investment technical indicators you can presently evaluate if the expected return of 0.0% will be sustainable into the future. Two Harbors Investment right now has a risk of 0.0%. Please validate Two Harbors Information Ratio, Treynor Ratio, Value At Risk, as well as the relationship between Jensen Alpha and Maximum Drawdown to decide if Two Harbors will be following its existing price patterns.
|Horizon||30 Days Login to change|
Two Harbors Investment Relative Risk vs. Return LandscapeIf you would invest 0.00 in Two Harbors Investment Corp on January 18, 2019 and sell it today you would earn a total of 0.00 from holding Two Harbors Investment Corp or generate 0.0% return on investment over 30 days. Two Harbors Investment Corp is currently producing negative expected returns and takes up 0.0% volatility of returns over 30 trading days. Put another way, 0% of traded equities are less volatile than the company and 99% of traded equity instruments are likely to generate higher returns over the next 30 trading days.
Daily Expected Return (%)
Two Harbors Market Risk Analysis
Sharpe Ratio = 0.0
Risk-Adjusted PerformanceOver the last 30 days Two Harbors Investment Corp has generated negative risk-adjusted returns adding no value to investors with long positions.