DENSO (DNOSG) (Germany) Performance
| DNO Stock | 11.98 0.08 0.67% |
The firm shows a Beta (market volatility) of -0.72, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning DENSO (DNOSG) are expected to decrease at a much lower rate. During the bear market, DENSO (DNOSG) is likely to outperform the market. At this point, DENSO (DNOSG) has a negative expected return of -0.16%. Please make sure to confirm DENSO (DNOSG)'s treynor ratio, as well as the relationship between the daily balance of power and price action indicator , to decide if DENSO (DNOSG) performance from the past will be repeated in the future.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days DENSO has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest fragile performance, the Stock's basic indicators remain stable and the newest uproar on Wall Street may also be a sign of mid-term gains for the firm private investors. ...more
DENSO |
DENSO (DNOSG) Relative Risk vs. Return Landscape
If you would invest 1,332 in DENSO on December 13, 2024 and sell it today you would lose (134.00) from holding DENSO or give up 10.06% of portfolio value over 90 days. DENSO is generating negative expected returns and assumes 1.7328% volatility on return distribution over the 90 days horizon. Simply put, 15% of stocks are less volatile than DENSO, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
DENSO (DNOSG) Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for DENSO (DNOSG)'s investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as DENSO, and traders can use it to determine the average amount a DENSO (DNOSG)'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 = -0.0933
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | DNO |
Estimated Market Risk
| 1.73 actual daily | 15 85% of assets are more volatile |
Expected Return
| -0.16 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.09 actual daily | 0 Most of other assets perform better |
Based on monthly moving average DENSO (DNOSG) 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 DENSO (DNOSG) by adding DENSO (DNOSG) to a well-diversified portfolio.
Things to note about DENSO (DNOSG) performance evaluation
Checking the ongoing alerts about DENSO (DNOSG) for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for DENSO (DNOSG) help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| DENSO (DNOSG) generated a negative expected return over the last 90 days |
- Analyzing DENSO (DNOSG)'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 DENSO (DNOSG)'s stock is overvalued or undervalued compared to its peers.
- Examining DENSO (DNOSG)'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 DENSO (DNOSG)'s management team can have a significant impact on its success or failure. Reviewing the track record and experience of DENSO (DNOSG)'s management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of DENSO (DNOSG)'s stock. These opinions can provide insight into DENSO (DNOSG)'s potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for DENSO Stock Analysis
When running DENSO (DNOSG)'s price analysis, check to measure DENSO (DNOSG)'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 DENSO (DNOSG) is operating at the current time. Most of DENSO (DNOSG)'s value examination focuses on studying past and present price action to predict the probability of DENSO (DNOSG)'s future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move DENSO (DNOSG)'s price. Additionally, you may evaluate how the addition of DENSO (DNOSG) to your portfolios can decrease your overall portfolio volatility.