BROOKFBH 462 (Germany) Performance
| 7D8 Stock | EUR 13.96 0.10 0.71% |
The firm shows a Beta (market volatility) of -0.26, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning BROOKFBH 462 are expected to decrease at a much lower rate. During the bear market, BROOKFBH 462 is likely to outperform the market. At this point, BROOKFBH 462 PRSNU has a negative expected return of -0.12%. Please make sure to confirm BROOKFBH 462's treynor ratio, value at risk, and the relationship between the total risk alpha and maximum drawdown , to decide if BROOKFBH 462 PRSNU performance from the past will be repeated at future time.
Risk-Adjusted Performance
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Over the last 90 days BROOKFBH 462 PRSNU has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest fragile performance, the Stock's basic indicators remain stable and the current disturbance on Wall Street may also be a sign of long-run gains for the company stockholders. ...more
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BROOKFBH 462 Relative Risk vs. Return Landscape
If you would invest 1,538 in BROOKFBH 462 PRSNU on October 20, 2024 and sell it today you would lose (142.00) from holding BROOKFBH 462 PRSNU or give up 9.23% of portfolio value over 90 days. BROOKFBH 462 PRSNU is currently producing negative expected returns and takes up 2.9916% volatility of returns over 90 trading days. Put another way, 26% of traded stocks are less volatile than BROOKFBH, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
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BROOKFBH 462 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for BROOKFBH 462's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as BROOKFBH 462 PRSNU, and traders can use it to determine the average amount a BROOKFBH 462'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 = -0.0401
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| Negative Returns | 7D8 |
Estimated Market Risk
| 2.99 actual daily | 26 74% of assets are more volatile |
Expected Return
| -0.12 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.04 actual daily | 0 Most of other assets perform better |
Based on monthly moving average BROOKFBH 462 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 BROOKFBH 462 by adding BROOKFBH 462 to a well-diversified portfolio.
About BROOKFBH 462 Performance
By analyzing BROOKFBH 462's fundamental ratios, stakeholders can gain valuable insights into BROOKFBH 462's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if BROOKFBH 462 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 BROOKFBH 462 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 BROOKFBH 462 PRSNU performance evaluation
Checking the ongoing alerts about BROOKFBH 462 for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for BROOKFBH 462 PRSNU help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| BROOKFBH 462 PRSNU generated a negative expected return over the last 90 days |
- Analyzing BROOKFBH 462'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 BROOKFBH 462's stock is overvalued or undervalued compared to its peers.
- Examining BROOKFBH 462'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 BROOKFBH 462's management team can have a significant impact on its success or failure. Reviewing the track record and experience of BROOKFBH 462's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of BROOKFBH 462's stock. These opinions can provide insight into BROOKFBH 462's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for BROOKFBH Stock analysis
When running BROOKFBH 462's price analysis, check to measure BROOKFBH 462'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 BROOKFBH 462 is operating at the current time. Most of BROOKFBH 462's value examination focuses on studying past and present price action to predict the probability of BROOKFBH 462's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BROOKFBH 462's price. Additionally, you may evaluate how the addition of BROOKFBH 462 to your portfolios can decrease your overall portfolio volatility.
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