CITIC (CPFSG) (Germany) Performance
| CPF Stock | 1.10 0.01 0.90% |
CITIC (CPFSG) has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.46, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, CITIC (CPFSG)'s returns are expected to increase less than the market. However, during the bear market, the loss of holding CITIC (CPFSG) is expected to be smaller as well. CITIC (CPFSG) now shows a risk of 1.71%. Please confirm CITIC (CPFSG) treynor ratio, expected short fall, day typical price, as well as the relationship between the potential upside and daily balance of power , to decide if CITIC (CPFSG) will be following its price patterns.
Risk-Adjusted Performance
Weak
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in CITIC are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively stable basic indicators, CITIC (CPFSG) is not utilizing all of its potentials. The current stock price uproar, may contribute to short-horizon losses for the private investors. ...more
CITIC |
CITIC (CPFSG) Relative Risk vs. Return Landscape
If you would invest 107.00 in CITIC on December 13, 2024 and sell it today you would earn a total of 3.00 from holding CITIC or generate 2.8% return on investment over 90 days. CITIC is generating 0.0612% of daily returns and assumes 1.7059% volatility on return distribution over the 90 days horizon. Simply put, 15% of stocks are less volatile than CITIC, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
CITIC (CPFSG) Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for CITIC (CPFSG)'s investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as CITIC, and traders can use it to determine the average amount a CITIC (CPFSG)'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 = 0.0359
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| Cash | Small Risk | CPF | High Risk | Huge Risk |
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Estimated Market Risk
| 1.71 actual daily | 15 85% of assets are more volatile |
Expected Return
| 0.06 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.04 actual daily | 2 98% of assets perform better |
Based on monthly moving average CITIC (CPFSG) is performing at about 2% 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 CITIC (CPFSG) by adding it to a well-diversified portfolio.
Things to note about CITIC (CPFSG) performance evaluation
Checking the ongoing alerts about CITIC (CPFSG) for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for CITIC (CPFSG) help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| CITIC (CPFSG) may become a speculative penny stock |
- Analyzing CITIC (CPFSG)'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 CITIC (CPFSG)'s stock is overvalued or undervalued compared to its peers.
- Examining CITIC (CPFSG)'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 CITIC (CPFSG)'s management team can have a significant impact on its success or failure. Reviewing the track record and experience of CITIC (CPFSG)'s management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of CITIC (CPFSG)'s stock. These opinions can provide insight into CITIC (CPFSG)'s potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for CITIC Stock Analysis
When running CITIC (CPFSG)'s price analysis, check to measure CITIC (CPFSG)'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 CITIC (CPFSG) is operating at the current time. Most of CITIC (CPFSG)'s value examination focuses on studying past and present price action to predict the probability of CITIC (CPFSG)'s future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CITIC (CPFSG)'s price. Additionally, you may evaluate how the addition of CITIC (CPFSG) to your portfolios can decrease your overall portfolio volatility.