MINERAL RES (Germany) Performance
| F5J0 Stock | 20.40 0.40 2.00% |
The company secures a Beta (Market Risk) of 0.57, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, MINERAL RES's returns are expected to increase less than the market. However, during the bear market, the loss of holding MINERAL RES is expected to be smaller as well. At this point, MINERAL RES UNSPADR1 has a negative expected return of -0.11%. Please make sure to verify MINERAL RES's treynor ratio, potential upside, and the relationship between the total risk alpha and maximum drawdown , to decide if MINERAL RES UNSPADR1 performance from the past will be repeated at future time.
Risk-Adjusted Performance
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Over the last 90 days MINERAL RES UNSPADR1 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest unsteady performance, the Stock's forward-looking indicators remain stable and the current disturbance on Wall Street may also be a sign of long-run gains for the company stockholders. ...more
MINERAL |
MINERAL RES Relative Risk vs. Return Landscape
If you would invest 2,420 in MINERAL RES UNSPADR1 on September 2, 2024 and sell it today you would lose (380.00) from holding MINERAL RES UNSPADR1 or give up 15.7% of portfolio value over 90 days. MINERAL RES UNSPADR1 is producing return of less than zero assuming 5.4% volatility of returns over the 90 days investment horizon. Simply put, 48% of all stocks have less volatile historical return distribution than MINERAL RES, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
MINERAL RES Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for MINERAL RES's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as MINERAL RES UNSPADR1, and traders can use it to determine the average amount a MINERAL RES'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 = -0.0212
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| Negative Returns | F5J0 |
Estimated Market Risk
| 5.4 actual daily | 48 52% of assets are more volatile |
Expected Return
| -0.11 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.02 actual daily | 0 Most of other assets perform better |
Based on monthly moving average MINERAL RES 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 MINERAL RES by adding MINERAL RES to a well-diversified portfolio.
Things to note about MINERAL RES UNSPADR1 performance evaluation
Checking the ongoing alerts about MINERAL RES for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for MINERAL RES UNSPADR1 help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| MINERAL RES UNSPADR1 generated a negative expected return over the last 90 days | |
| MINERAL RES UNSPADR1 has high historical volatility and very poor performance |
- Analyzing MINERAL RES'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 MINERAL RES's stock is overvalued or undervalued compared to its peers.
- Examining MINERAL RES'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 MINERAL RES's management team can have a significant impact on its success or failure. Reviewing the track record and experience of MINERAL RES's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of MINERAL RES's stock. These opinions can provide insight into MINERAL RES's potential for growth and whether the stock is currently undervalued or overvalued.
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When running MINERAL RES's price analysis, check to measure MINERAL RES'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 MINERAL RES is operating at the current time. Most of MINERAL RES's value examination focuses on studying past and present price action to predict the probability of MINERAL RES's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MINERAL RES's price. Additionally, you may evaluate how the addition of MINERAL RES to your portfolios can decrease your overall portfolio volatility.
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