STANDARD SUPPLY (Germany) Performance
| D6Z Stock | 1.62 0.05 3.18% |
The entity owns a Beta (Systematic Risk) of 0.75, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, STANDARD SUPPLY's returns are expected to increase less than the market. However, during the bear market, the loss of holding STANDARD SUPPLY is expected to be smaller as well. At this point, STANDARD SUPPLY NK has a negative expected return of -1.57%. Please make sure to validate STANDARD SUPPLY's total risk alpha, potential upside, and the relationship between the standard deviation and maximum drawdown , to decide if STANDARD SUPPLY NK performance from the past will be repeated at future time.
Risk-Adjusted Performance
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Over the last 90 days STANDARD SUPPLY NK 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
STANDARD |
STANDARD SUPPLY Relative Risk vs. Return Landscape
If you would invest 970.00 in STANDARD SUPPLY NK on September 20, 2024 and sell it today you would lose (808.00) from holding STANDARD SUPPLY NK or give up 83.3% of portfolio value over 90 days. STANDARD SUPPLY NK is currently producing negative expected returns and takes up 11.8943% volatility of returns over 90 trading days. Put another way, most equities are less risky on the basis of their return distribution than STANDARD, and majority of traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
STANDARD SUPPLY Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for STANDARD SUPPLY's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as STANDARD SUPPLY NK, and traders can use it to determine the average amount a STANDARD SUPPLY'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 = -0.1322
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | D6Z |
Estimated Market Risk
| 11.89 actual daily | 96 96% of assets are less volatile |
Expected Return
| -1.57 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.13 actual daily | 0 Most of other assets perform better |
Based on monthly moving average STANDARD SUPPLY 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 STANDARD SUPPLY by adding STANDARD SUPPLY to a well-diversified portfolio.
Things to note about STANDARD SUPPLY NK performance evaluation
Checking the ongoing alerts about STANDARD SUPPLY for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for STANDARD SUPPLY NK help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| STANDARD SUPPLY NK generated a negative expected return over the last 90 days | |
| STANDARD SUPPLY NK has high historical volatility and very poor performance | |
| STANDARD SUPPLY NK may become a speculative penny stock |
- Analyzing STANDARD SUPPLY'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 STANDARD SUPPLY's stock is overvalued or undervalued compared to its peers.
- Examining STANDARD SUPPLY'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 STANDARD SUPPLY's management team can have a significant impact on its success or failure. Reviewing the track record and experience of STANDARD SUPPLY's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of STANDARD SUPPLY's stock. These opinions can provide insight into STANDARD SUPPLY's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for STANDARD Stock analysis
When running STANDARD SUPPLY's price analysis, check to measure STANDARD SUPPLY'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 STANDARD SUPPLY is operating at the current time. Most of STANDARD SUPPLY's value examination focuses on studying past and present price action to predict the probability of STANDARD SUPPLY's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move STANDARD SUPPLY's price. Additionally, you may evaluate how the addition of STANDARD SUPPLY to your portfolios can decrease your overall portfolio volatility.
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