Nykredit Invest (Denmark) Performance
| NYIDA Stock | DKK 198.30 0.83 0.42% |
The company secures a Beta (Market Risk) of 0.11, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Nykredit Invest's returns are expected to increase less than the market. However, during the bear market, the loss of holding Nykredit Invest is expected to be smaller as well. At this point, Nykredit Invest Danske has a negative expected return of -0.12%. Please make sure to verify Nykredit Invest's maximum drawdown, daily balance of power, period momentum indicator, as well as the relationship between the skewness and day typical price , to decide if Nykredit Invest Danske performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Over the last 90 days Nykredit Invest Danske has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest weak performance, the Stock's fundamental indicators remain sound and the latest tumult on Wall Street may also be a sign of longer-term gains for the firm shareholders. ...more
Nykredit |
Nykredit Invest Relative Risk vs. Return Landscape
If you would invest 21,420 in Nykredit Invest Danske on September 13, 2024 and sell it today you would lose (1,590) from holding Nykredit Invest Danske or give up 7.42% of portfolio value over 90 days. Nykredit Invest Danske is generating negative expected returns and assumes 0.7928% volatility on return distribution over the 90 days horizon. Simply put, 7% of stocks are less volatile than Nykredit, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Nykredit Invest Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nykredit Invest's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Nykredit Invest Danske, and traders can use it to determine the average amount a Nykredit Invest's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.1457
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| Negative Returns | NYIDA |
Estimated Market Risk
| 0.79 actual daily | 7 93% of assets are more volatile |
Expected Return
| -0.12 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.15 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Nykredit Invest is not performing at its full potential. However, 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 Nykredit Invest by adding Nykredit Invest to a well-diversified portfolio.
About Nykredit Invest Performance
By analyzing Nykredit Invest's fundamental ratios, stakeholders can gain valuable insights into Nykredit Invest's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Nykredit Invest has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Nykredit Invest has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Things to note about Nykredit Invest Danske performance evaluation
Checking the ongoing alerts about Nykredit Invest for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Nykredit Invest Danske help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Nykredit Invest generated a negative expected return over the last 90 days |
- Analyzing Nykredit Invest's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Nykredit Invest's stock is overvalued or undervalued compared to its peers.
- Examining Nykredit Invest's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Nykredit Invest's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Nykredit Invest's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Nykredit Invest's stock. These opinions can provide insight into Nykredit Invest's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Nykredit Stock analysis
When running Nykredit Invest's price analysis, check to measure Nykredit Invest's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Nykredit Invest is operating at the current time. Most of Nykredit Invest's value examination focuses on studying past and present price action to predict the probability of Nykredit Invest's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Nykredit Invest's price. Additionally, you may evaluate how the addition of Nykredit Invest to your portfolios can decrease your overall portfolio volatility.
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