Vallourec (Germany) Performance

VACC -- Germany Stock  

EUR 4.56  0.00  0.00%

The entity has beta of 0.0135 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. Although it is extremely important to respect Vallourec S A 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 Vallourec S A technical indicators you can presently evaluate if the expected return of 0.0% will be sustainable into the future. Vallourec S A right now has a risk of 0.0%. Please validate Vallourec Jensen Alpha, Maximum Drawdown and the relationship between Information Ratio and Treynor Ratio to decide if Vallourec will be following its existing price patterns.
Horizon     30 Days    Login   to change

Vallourec S A Relative Risk vs. Return Landscape

If you would invest  456.00  in Vallourec S A EO Conv Bonds 2 on February 19, 2019 and sell it today you would earn a total of  0.00  from holding Vallourec S A EO Conv Bonds 2 or generate 0.0% return on investment over 30 days. Vallourec S A EO Conv Bonds 2 is generating negative expected returns and assumes 0.0% volatility on return distribution over the 30 days horizon. Simply put, 0% of equities are less volatile than Vallourec and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
 Daily Expected Return (%) 
      Risk (%) 

Vallourec Market Risk Analysis

Sharpe Ratio = 0.0
Good Returns
Average Returns
Small Returns
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


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 Performance Indicators

Vallourec S A Basic Price Performance Measures

Fifty Two Week Low4.53
Fifty Two Week High4.57
Also please take a look at World Market Map. Please also try Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.