Vallourec (Germany) Performance

VACC -- Germany Stock  

EUR 6.81  0.08  1.16%

Macroaxis gives Vallourec performance score of 0 on a scale of 0 to 100. The entity has beta of 0.168 which indicates as returns on market increase, Vallourec returns are expected to increase less than the market. However during bear market, the loss on holding Vallourec will be expected to be smaller as well.. Even though it is essential to pay attention to Vallourec S A 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. Vallourec S A EO Conv Bonds 2 exposes twenty-one different technical indicators which can help you to evaluate its performance. Vallourec S A has expected return of -0.0976%. Please be advised to validate Vallourec Jensen Alpha, Maximum Drawdown and the relationship between Information Ratio and Treynor Ratio to decide if Vallourec S A past performance will be repeated at some point in the near future.
Horizon     30 Days    Login   to change

Vallourec S A Relative Risk vs. Return Landscape

If you would invest  683.00  in Vallourec S A EO Conv Bonds 2 on November 9, 2018 and sell it today you would lose (2.00)  from holding Vallourec S A EO Conv Bonds 2 or give up 0.29% of portfolio value over 30 days. Vallourec S A EO Conv Bonds 2 is generating negative expected returns and assumes 0.169% volatility on return distribution over the 30 days horizon. Simply put, 1% of equities are less volatile than Vallourec S A EO Conv Bonds 2 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, Vallourec S A EO Conv Bonds 2 is expected to generate 0.13 times more return on investment than the market. However, the company is 7.77 times less risky than the market. It trades about -0.58 of its potential returns per unit of risk. The DOW is currently generating roughly -0.08 per unit of risk.

Vallourec Market Risk Analysis

Sharpe Ratio = -0.5774
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Vallourec Relative Performance Indicators

Estimated Market Risk
 0.17
  actual daily
 
 1 %
of total potential
 
1
Expected Return
 -0.1
  actual daily
 
 0 %
of total potential
 
0
Risk-Adjusted Return
 -0.58
  actual daily
 
 0 %
of total potential
 
0
Based on monthly moving average Vallourec 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 Vallourec by adding it to a well-diversified portfolio.

Vallourec Performance Rating

Vallourec S A EO Conv Bonds 2 Risk Adjusted Performance Analysis

0

Risk-Adjusted Performance

Over the last 30 days Vallourec S A EO Conv Bonds 2 has generated negative risk-adjusted returns adding no value to investors with long positions.

Vallourec Alerts

Equity Alerts and Improvement Suggestions

Vallourec S A is not yet fully synchronised with the market data
Vallourec S A generates negative expected return over the last 30 days
Also please take a look at World Market Map. Please also try Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
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