Taylor Wimpey Performance

TWODY -- USA Stock  

USD 18.95  0.78  4.29%

The entity has beta of -0.2008 which indicates as returns on market increase, returns on owning Taylor Wimpey are expected to decrease at a much smaller rate. During bear market, Taylor Wimpey is likely to outperform the market. Even though it is essential to pay attention to Taylor Wimpey Plc 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. Taylor Wimpey Plc ADR exposes twenty-one different technical indicators which can help you to evaluate its performance. Taylor Wimpey Plc has expected return of -0.0942%. Please be advised to validate Taylor Wimpey Market Risk Adjusted Performance, Variance as well as the relationship between Variance and Potential Upside to decide if Taylor Wimpey Plc past performance will be repeated at some point in the near future.
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Risk-Adjusted Performance

Over the last 30 days Taylor Wimpey Plc ADR has generated negative risk-adjusted returns adding no value to investors with long positions. Inspite fairly strong basic indicators, Taylor Wimpey is not utilizing all of its potentials. The prevalent stock price disturbance, may contribute to short term losses for the investors.
Quick Ratio0.44
Fifty Two Week Low18.17
Fifty Two Week High24.31
Payout Ratio30.96%
Horizon     30 Days    Login   to change

Taylor Wimpey Plc Relative Risk vs. Return Landscape

If you would invest  2,025  in Taylor Wimpey Plc ADR on August 16, 2019 and sell it today you would lose (130.00)  from holding Taylor Wimpey Plc ADR or give up 6.42% of portfolio value over 30 days. Taylor Wimpey Plc ADR is currently producing negative expected returns and takes up 1.5788% volatility of returns over 30 trading days. Put another way, 14% 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 (%) 
      Risk (%) 
Assuming 30 trading days horizon, Taylor Wimpey is expected to under-perform the market. In addition to that, the company is 1.72 times more volatile than its market benchmark. It trades about -0.06 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.08 per unit of volatility.

Taylor Wimpey Market Risk Analysis

Sharpe Ratio = -0.0597
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Taylor Wimpey Relative Performance Indicators

Estimated Market Risk
 1.58
  actual daily
 
 14 %
of total potential
 
1414
Expected Return
 -0.09
  actual daily
 
 0 %
of total potential
 
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Risk-Adjusted Return
 -0.06
  actual daily
 
 0 %
of total potential
 
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Based on monthly moving average Taylor Wimpey 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 Taylor Wimpey by adding it to a well-diversified portfolio.

Taylor Wimpey Alerts

Equity Alerts and Improvement Suggestions

Taylor Wimpey Plc generates negative expected return over the last 30 days
Also please take a look at World Market Map. Please also try Money Flow Index module to determine momentum by analyzing money flow index and other technical indicators.
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