ITALIAN WINE (Germany) Performance
| MR3 Stock | 22.20 0.10 0.45% |
ITALIAN WINE has a performance score of 3 on a scale of 0 to 100. The company owns a Beta (Systematic Risk) of -0.68, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning ITALIAN WINE are expected to decrease at a much lower rate. During the bear market, ITALIAN WINE is likely to outperform the market. ITALIAN WINE BRANDS now owns a risk of 2.59%. Please check out ITALIAN WINE BRANDS downside deviation, information ratio, and the relationship between the semi deviation and coefficient of variation , to decide if ITALIAN WINE BRANDS will be following its current price history.
Risk-Adjusted Performance
3 of 100
Weak | Strong |
Insignificant
Compared to the overall equity markets, risk-adjusted returns on investments in ITALIAN WINE BRANDS are ranked lower than 3 (%) of all global equities and portfolios over the last 90 days. Despite nearly uncertain basic indicators, ITALIAN WINE may actually be approaching a critical reversion point that can send shares even higher in December 2024. ...more
ITALIAN |
ITALIAN WINE Relative Risk vs. Return Landscape
If you would invest 2,100 in ITALIAN WINE BRANDS on August 28, 2024 and sell it today you would earn a total of 130.00 from holding ITALIAN WINE BRANDS or generate 6.19% return on investment over 90 days. ITALIAN WINE BRANDS is currently producing 0.125% returns and takes up 2.5936% volatility of returns over 90 trading days. Put another way, 23% of traded stocks are less volatile than ITALIAN, and 98% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
ITALIAN WINE Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ITALIAN WINE's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as ITALIAN WINE BRANDS, and traders can use it to determine the average amount a ITALIAN WINE'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 = 0.0482
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | MR3 | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 2.59 actual daily | 23 77% of assets are more volatile |
Expected Return
| 0.13 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.05 actual daily | 3 97% of assets perform better |
Based on monthly moving average ITALIAN WINE is performing at about 3% 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 ITALIAN WINE by adding it to a well-diversified portfolio.
About ITALIAN WINE Performance
By analyzing ITALIAN WINE's fundamental ratios, stakeholders can gain valuable insights into ITALIAN WINE's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if ITALIAN WINE 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 ITALIAN WINE 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 ITALIAN WINE BRANDS performance evaluation
Checking the ongoing alerts about ITALIAN WINE for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for ITALIAN WINE BRANDS help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating ITALIAN WINE's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate ITALIAN WINE's stock performance include:- Analyzing ITALIAN WINE'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 ITALIAN WINE's stock is overvalued or undervalued compared to its peers.
- Examining ITALIAN WINE'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 ITALIAN WINE's management team can have a significant impact on its success or failure. Reviewing the track record and experience of ITALIAN WINE's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of ITALIAN WINE's stock. These opinions can provide insight into ITALIAN WINE's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for ITALIAN Stock analysis
When running ITALIAN WINE's price analysis, check to measure ITALIAN WINE'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 ITALIAN WINE is operating at the current time. Most of ITALIAN WINE's value examination focuses on studying past and present price action to predict the probability of ITALIAN WINE's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ITALIAN WINE's price. Additionally, you may evaluate how the addition of ITALIAN WINE to your portfolios can decrease your overall portfolio volatility.
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets | |
| Money Managers Screen money managers from public funds and ETFs managed around the world | |
| My Watchlist Analysis Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like | |
| Equity Valuation Check real value of public entities based on technical and fundamental data | |
| Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios | |
| Portfolio Holdings Check your current holdings and cash postion to detemine if your portfolio needs rebalancing | |
| Idea Optimizer Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio | |
| Bonds Directory Find actively traded corporate debentures issued by US companies | |
| Volatility Analysis Get historical volatility and risk analysis based on latest market data |