Class Iii Milk Commodity Performance

DCUSD Commodity   18.54  0.05  0.27%   
The commodity shows a Beta (market volatility) of 0.17, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Class III's returns are expected to increase less than the market. However, during the bear market, the loss of holding Class III is expected to be smaller as well.

Risk-Adjusted Performance

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Over the last 90 days Class III Milk has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of rather sound basic indicators, Class III is not utilizing all of its potentials. The latest stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
  

Class III Relative Risk vs. Return Landscape

If you would invest  1,875  in Class III Milk on December 15, 2024 and sell it today you would lose (21.00) from holding Class III Milk or give up 1.12% of portfolio value over 90 days. Class III Milk is currently producing negative expected returns and takes up 1.8651% volatility of returns over 90 trading days. Put another way, 16% of traded commoditys are less volatile than Class, 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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Assuming the 90 days horizon Class III is expected to generate 2.06 times more return on investment than the market. However, the company is 2.06 times more volatile than its market benchmark. It trades about 0.0 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly -0.09 per unit of risk.

Class III Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Class III's investment risk. Standard deviation is the most common way to measure market volatility of commoditys, such as Class III Milk, and traders can use it to determine the average amount a Class III'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 = -2.0E-4

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Estimated Market Risk

 1.87
  actual daily
16
84% of assets are more volatile

Expected Return

 0.0
  actual daily
0
Most of other assets have higher returns

Risk-Adjusted Return

 0.0
  actual daily
0
Most of other assets perform better
Based on monthly moving average Class III 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 Class III by adding Class III to a well-diversified portfolio.
Class III Milk generated a negative expected return over the last 90 days