SCHOTT Pharma (Germany) Performance
| 1SXP Stock | 27.60 0.42 1.55% |
The firm has a beta of 0.36, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, SCHOTT Pharma's returns are expected to increase less than the market. However, during the bear market, the loss of holding SCHOTT Pharma is expected to be smaller as well. At this point, SCHOTT Pharma AG has a negative expected return of -0.35%. Please make sure to validate SCHOTT Pharma's market risk adjusted performance, coefficient of variation, jensen alpha, as well as the relationship between the mean deviation and standard deviation , to decide if SCHOTT Pharma AG performance from the past will be repeated in the future.
Risk-Adjusted Performance
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Over the last 90 days SCHOTT Pharma AG has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of uncertain performance in the last few months, the Stock's basic indicators remain rather sound which may send shares a bit higher in January 2025. The latest tumult may also be a sign of longer-term up-swing for the firm shareholders. ...more
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SCHOTT Pharma Relative Risk vs. Return Landscape
If you would invest 3,508 in SCHOTT Pharma AG on September 2, 2024 and sell it today you would lose (748.00) from holding SCHOTT Pharma AG or give up 21.32% of portfolio value over 90 days. SCHOTT Pharma AG is generating negative expected returns and assumes 1.7111% volatility on return distribution over the 90 days horizon. Simply put, 15% of stocks are less volatile than SCHOTT, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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SCHOTT Pharma Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SCHOTT Pharma's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as SCHOTT Pharma AG, and traders can use it to determine the average amount a SCHOTT Pharma'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 = -0.2034
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| Negative Returns | 1SXP |
Estimated Market Risk
| 1.71 actual daily | 15 85% of assets are more volatile |
Expected Return
| -0.35 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.2 actual daily | 0 Most of other assets perform better |
Based on monthly moving average SCHOTT Pharma 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 SCHOTT Pharma by adding SCHOTT Pharma to a well-diversified portfolio.
Things to note about SCHOTT Pharma AG performance evaluation
Checking the ongoing alerts about SCHOTT Pharma for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for SCHOTT Pharma AG help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| SCHOTT Pharma AG generated a negative expected return over the last 90 days |
- Analyzing SCHOTT Pharma'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 SCHOTT Pharma's stock is overvalued or undervalued compared to its peers.
- Examining SCHOTT Pharma'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 SCHOTT Pharma's management team can have a significant impact on its success or failure. Reviewing the track record and experience of SCHOTT Pharma's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of SCHOTT Pharma's stock. These opinions can provide insight into SCHOTT Pharma's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for SCHOTT Stock analysis
When running SCHOTT Pharma's price analysis, check to measure SCHOTT Pharma'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 SCHOTT Pharma is operating at the current time. Most of SCHOTT Pharma's value examination focuses on studying past and present price action to predict the probability of SCHOTT Pharma's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SCHOTT Pharma's price. Additionally, you may evaluate how the addition of SCHOTT Pharma to your portfolios can decrease your overall portfolio volatility.
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