Caltagirone SpA (Germany) Performance
| QCG Stock | 5.88 0.02 0.34% |
Caltagirone SpA has a performance score of 5 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.48, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Caltagirone SpA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Caltagirone SpA is expected to be smaller as well. Caltagirone SpA right now shows a risk of 2.65%. Please confirm Caltagirone SpA sortino ratio, semi variance, rate of daily change, as well as the relationship between the value at risk and kurtosis , to decide if Caltagirone SpA will be following its price patterns.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in Caltagirone SpA are ranked lower than 5 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively uncertain basic indicators, Caltagirone SpA may actually be approaching a critical reversion point that can send shares even higher in December 2024. ...more
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Caltagirone SpA Relative Risk vs. Return Landscape
If you would invest 532.00 in Caltagirone SpA on August 28, 2024 and sell it today you would earn a total of 56.00 from holding Caltagirone SpA or generate 10.53% return on investment over 90 days. Caltagirone SpA is generating 0.1905% of daily returns and assumes 2.6517% volatility on return distribution over the 90 days horizon. Simply put, 23% of stocks are less volatile than Caltagirone, and 97% 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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Caltagirone SpA Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Caltagirone SpA's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Caltagirone SpA, and traders can use it to determine the average amount a Caltagirone SpA'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 = 0.0718
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Estimated Market Risk
| 2.65 actual daily | 23 77% of assets are more volatile |
Expected Return
| 0.19 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.07 actual daily | 5 95% of assets perform better |
Based on monthly moving average Caltagirone SpA is performing at about 5% 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 Caltagirone SpA by adding it to a well-diversified portfolio.
Things to note about Caltagirone SpA performance evaluation
Checking the ongoing alerts about Caltagirone SpA for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Caltagirone SpA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Caltagirone SpA's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Caltagirone SpA's stock performance include:- Analyzing Caltagirone SpA'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 Caltagirone SpA's stock is overvalued or undervalued compared to its peers.
- Examining Caltagirone SpA'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 Caltagirone SpA's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Caltagirone SpA's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Caltagirone SpA's stock. These opinions can provide insight into Caltagirone SpA's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Caltagirone Stock Analysis
When running Caltagirone SpA's price analysis, check to measure Caltagirone SpA'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 Caltagirone SpA is operating at the current time. Most of Caltagirone SpA's value examination focuses on studying past and present price action to predict the probability of Caltagirone SpA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Caltagirone SpA's price. Additionally, you may evaluate how the addition of Caltagirone SpA to your portfolios can decrease your overall portfolio volatility.