SCANDINAV REAL (Germany) Performance
| 782 Stock | 1.05 0.02 1.87% |
The firm owns a Beta (Systematic Risk) of -0.0283, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning SCANDINAV REAL are expected to decrease at a much lower rate. During the bear market, SCANDINAV REAL is likely to outperform the market. At this point, SCANDINAV REAL HEART has a negative expected return of -0.79%. Please make sure to validate SCANDINAV REAL's mean deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if SCANDINAV REAL HEART performance from the past will be repeated in the future.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days SCANDINAV REAL HEART has generated negative risk-adjusted returns adding no value to investors with long positions. Despite uncertain performance in the last few months, the Stock's basic indicators remain nearly stable which may send shares a bit higher in January 2025. The current disturbance may also be a sign of long-run up-swing for the company stockholders. ...more
SCANDINAV |
SCANDINAV REAL Relative Risk vs. Return Landscape
If you would invest 188.00 in SCANDINAV REAL HEART on September 19, 2024 and sell it today you would lose (83.00) from holding SCANDINAV REAL HEART or give up 44.15% of portfolio value over 90 days. SCANDINAV REAL HEART is currently producing negative expected returns and takes up 5.2262% volatility of returns over 90 trading days. Put another way, 46% of traded stocks are less volatile than SCANDINAV, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
SCANDINAV REAL Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SCANDINAV REAL's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as SCANDINAV REAL HEART, and traders can use it to determine the average amount a SCANDINAV REAL'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 = -0.1505
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 782 |
Estimated Market Risk
| 5.23 actual daily | 46 54% of assets are more volatile |
Expected Return
| -0.79 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 SCANDINAV REAL 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 SCANDINAV REAL by adding SCANDINAV REAL to a well-diversified portfolio.
Things to note about SCANDINAV REAL HEART performance evaluation
Checking the ongoing alerts about SCANDINAV REAL for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for SCANDINAV REAL HEART help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| SCANDINAV REAL HEART generated a negative expected return over the last 90 days | |
| SCANDINAV REAL HEART has high historical volatility and very poor performance | |
| SCANDINAV REAL HEART has some characteristics of a very speculative penny stock |
- Analyzing SCANDINAV REAL'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 SCANDINAV REAL's stock is overvalued or undervalued compared to its peers.
- Examining SCANDINAV REAL'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 SCANDINAV REAL's management team can have a significant impact on its success or failure. Reviewing the track record and experience of SCANDINAV REAL's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of SCANDINAV REAL's stock. These opinions can provide insight into SCANDINAV REAL's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for SCANDINAV Stock analysis
When running SCANDINAV REAL's price analysis, check to measure SCANDINAV REAL'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 SCANDINAV REAL is operating at the current time. Most of SCANDINAV REAL's value examination focuses on studying past and present price action to predict the probability of SCANDINAV REAL's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SCANDINAV REAL's price. Additionally, you may evaluate how the addition of SCANDINAV REAL to your portfolios can decrease your overall portfolio volatility.
| Share Portfolio Track or share privately all of your investments from the convenience of any device | |
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| Equity Analysis Research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities | |
| Sectors List of equity sectors categorizing publicly traded companies based on their primary business activities | |
| Crypto Correlations Use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins | |
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated | |
| ETFs Find actively traded Exchange Traded Funds (ETF) from around the world | |
| Portfolio Dashboard Portfolio dashboard that provides centralized access to all your investments | |
| Commodity Channel Use Commodity Channel Index to analyze current equity momentum |