D R (Germany) Performance
| HO2 Stock | EUR 135.12 1.10 0.82% |
The firm shows a Beta (market volatility) of 0.0636, which means not very significant fluctuations relative to the market. As returns on the market increase, D R's returns are expected to increase less than the market. However, during the bear market, the loss of holding D R is expected to be smaller as well. At this point, D R HORTON has a negative expected return of -0.34%. Please make sure to confirm D R's maximum drawdown, potential upside, kurtosis, as well as the relationship between the value at risk and skewness , to decide if D R HORTON performance from the past will be repeated sooner or later.
Risk-Adjusted Performance
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Over the last 90 days D R HORTON has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of fragile performance in the last few months, the Stock's basic indicators remain comparatively stable which may send shares a bit higher in February 2025. The newest uproar may also be a sign of mid-term up-swing for the firm private investors. ...more
HO2 |
D R Relative Risk vs. Return Landscape
If you would invest 16,779 in D R HORTON on October 10, 2024 and sell it today you would lose (3,285) from holding D R HORTON or give up 19.58% of portfolio value over 90 days. D R HORTON is producing return of less than zero assuming 1.9912% volatility of returns over the 90 days investment horizon. Simply put, 17% of all stocks have less volatile historical return distribution than D R, and 99% 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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D R Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for D R's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as D R HORTON, and traders can use it to determine the average amount a D R'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 = -0.1721
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| Negative Returns | HO2 |
Estimated Market Risk
| 1.99 actual daily | 17 83% of assets are more volatile |
Expected Return
| -0.34 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.17 actual daily | 0 Most of other assets perform better |
Based on monthly moving average D R 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 D R by adding D R to a well-diversified portfolio.
About D R Performance
Assessing D R's fundamental ratios provides investors with valuable insights into D R's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the D R is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
Things to note about D R HORTON performance evaluation
Checking the ongoing alerts about D R for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for D R HORTON help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| D R HORTON generated a negative expected return over the last 90 days |
- Analyzing D R'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 D R's stock is overvalued or undervalued compared to its peers.
- Examining D R'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 D R's management team can have a significant impact on its success or failure. Reviewing the track record and experience of D R's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of D R's stock. These opinions can provide insight into D R's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for HO2 Stock Analysis
When running D R's price analysis, check to measure D R'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 D R is operating at the current time. Most of D R's value examination focuses on studying past and present price action to predict the probability of D R's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move D R's price. Additionally, you may evaluate how the addition of D R to your portfolios can decrease your overall portfolio volatility.