DAIMLER TRUCK (Germany) Performance
| DTG1 Stock | 17.50 0.90 5.42% |
DAIMLER TRUCK has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.93, which means possible diversification benefits within a given portfolio. DAIMLER TRUCK returns are very sensitive to returns on the market. As the market goes up or down, DAIMLER TRUCK is expected to follow. DAIMLER TRUCK SPADS12 at this moment shows a risk of 3.15%. Please confirm DAIMLER TRUCK SPADS12 standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if DAIMLER TRUCK SPADS12 will be following its price patterns.
Risk-Adjusted Performance
2 of 100
Weak | Strong |
Weak
Compared to the overall equity markets, risk-adjusted returns on investments in DAIMLER TRUCK SPADS12 are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. Despite nearly uncertain technical and fundamental indicators, DAIMLER TRUCK may actually be approaching a critical reversion point that can send shares even higher in December 2024. ...more
DAIMLER |
DAIMLER TRUCK Relative Risk vs. Return Landscape
If you would invest 1,680 in DAIMLER TRUCK SPADS12 on September 1, 2024 and sell it today you would earn a total of 70.00 from holding DAIMLER TRUCK SPADS12 or generate 4.17% return on investment over 90 days. DAIMLER TRUCK SPADS12 is generating 0.1108% of daily returns assuming 3.1533% volatility of returns over the 90 days investment horizon. Simply put, 28% of all stocks have less volatile historical return distribution than DAIMLER TRUCK, and 98% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
DAIMLER TRUCK Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for DAIMLER TRUCK's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as DAIMLER TRUCK SPADS12, and traders can use it to determine the average amount a DAIMLER TRUCK'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 = 0.0351
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | DTG1 | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 3.15 actual daily | 28 72% of assets are more volatile |
Expected Return
| 0.11 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.04 actual daily | 2 98% of assets perform better |
Based on monthly moving average DAIMLER TRUCK is performing at about 2% 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 DAIMLER TRUCK by adding it to a well-diversified portfolio.
About DAIMLER TRUCK Performance
By analyzing DAIMLER TRUCK's fundamental ratios, stakeholders can gain valuable insights into DAIMLER TRUCK's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if DAIMLER TRUCK 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 DAIMLER TRUCK 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 DAIMLER TRUCK SPADS12 performance evaluation
Checking the ongoing alerts about DAIMLER TRUCK for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for DAIMLER TRUCK SPADS12 help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| DAIMLER TRUCK had very high historical volatility over the last 90 days |
- Analyzing DAIMLER TRUCK'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 DAIMLER TRUCK's stock is overvalued or undervalued compared to its peers.
- Examining DAIMLER TRUCK'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 DAIMLER TRUCK's management team can have a significant impact on its success or failure. Reviewing the track record and experience of DAIMLER TRUCK's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of DAIMLER TRUCK's stock. These opinions can provide insight into DAIMLER TRUCK's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for DAIMLER Stock analysis
When running DAIMLER TRUCK's price analysis, check to measure DAIMLER TRUCK'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 DAIMLER TRUCK is operating at the current time. Most of DAIMLER TRUCK's value examination focuses on studying past and present price action to predict the probability of DAIMLER TRUCK's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move DAIMLER TRUCK's price. Additionally, you may evaluate how the addition of DAIMLER TRUCK to your portfolios can decrease your overall portfolio volatility.
| Headlines Timeline Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity | |
| Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm | |
| Share Portfolio Track or share privately all of your investments from the convenience of any device | |
| Top Crypto Exchanges Search and analyze digital assets across top global cryptocurrency exchanges | |
| Portfolio Comparator Compare the composition, asset allocations and performance of any two portfolios in your account | |
| Global Correlations Find global opportunities by holding instruments from different markets | |
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets | |
| Commodity Channel Use Commodity Channel Index to analyze current equity momentum | |
| USA ETFs Find actively traded Exchange Traded Funds (ETF) in USA |