Nykredit Invest (Denmark) Performance

NYIDA Stock  DKK 188.60  1.31  0.70%   
The company secures a Beta (Market Risk) of 0.0249, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Nykredit Invest's returns are expected to increase less than the market. However, during the bear market, the loss of holding Nykredit Invest is expected to be smaller as well. At this point, Nykredit Invest Danske has a negative expected return of -0.16%. Please make sure to verify Nykredit Invest's maximum drawdown, daily balance of power, period momentum indicator, as well as the relationship between the skewness and day typical price , to decide if Nykredit Invest Danske performance from the past will be repeated at some point in the near future.

Risk-Adjusted Performance

0 of 100

 
Weak
 
Strong
Very Weak
Over the last 90 days Nykredit Invest Danske has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest weak performance, the Stock's fundamental indicators remain sound and the latest tumult on Wall Street may also be a sign of longer-term gains for the firm shareholders. ...more
  

Nykredit Invest Relative Risk vs. Return Landscape

If you would invest  20,984  in Nykredit Invest Danske on September 23, 2024 and sell it today you would lose (2,124) from holding Nykredit Invest Danske or give up 10.12% of portfolio value over 90 days. Nykredit Invest Danske is generating negative expected returns and assumes 0.8398% volatility on return distribution over the 90 days horizon. Simply put, 7% of stocks are less volatile than Nykredit, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
  Expected Return   
       Risk  
Assuming the 90 days trading horizon Nykredit Invest is expected to under-perform the market. In addition to that, the company is 1.05 times more volatile than its market benchmark. It trades about -0.19 of its total potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.04 per unit of volatility.

Nykredit Invest Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Nykredit Invest's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Nykredit Invest Danske, and traders can use it to determine the average amount a Nykredit Invest'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 = -0.1883

Best PortfolioBest Equity
Good Returns
Average Returns
Small Returns
CashSmall RiskAverage RiskHigh RiskHuge Risk
Negative ReturnsNYIDA

Estimated Market Risk

 0.84
  actual daily
7
93% of assets are more volatile

Expected Return

 -0.16
  actual daily
0
Most of other assets have higher returns

Risk-Adjusted Return

 -0.19
  actual daily
0
Most of other assets perform better
Based on monthly moving average Nykredit Invest 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 Nykredit Invest by adding Nykredit Invest to a well-diversified portfolio.

About Nykredit Invest Performance

By analyzing Nykredit Invest's fundamental ratios, stakeholders can gain valuable insights into Nykredit Invest's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Nykredit Invest has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Nykredit Invest has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.

Things to note about Nykredit Invest Danske performance evaluation

Checking the ongoing alerts about Nykredit Invest for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Nykredit Invest Danske help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
Nykredit Invest generated a negative expected return over the last 90 days
Evaluating Nykredit Invest's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Nykredit Invest's stock performance include:
  • Analyzing Nykredit Invest'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 Nykredit Invest's stock is overvalued or undervalued compared to its peers.
  • Examining Nykredit Invest'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 Nykredit Invest's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Nykredit Invest's management team can help you assess the Company's leadership.
  • Pay attention to analyst opinions and ratings of Nykredit Invest's stock. These opinions can provide insight into Nykredit Invest's potential for growth and whether the stock is currently undervalued or overvalued.
It's essential to remember that evaluating Nykredit Invest's stock performance is not an exact science, and many factors can impact Nykredit Invest's stock market price. Therefore, it's also important to diversify your portfolio and not rely solely on one company or stock for your investments.

Complementary Tools for Nykredit Stock analysis

When running Nykredit Invest's price analysis, check to measure Nykredit Invest'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 Nykredit Invest is operating at the current time. Most of Nykredit Invest's value examination focuses on studying past and present price action to predict the probability of Nykredit Invest's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Nykredit Invest's price. Additionally, you may evaluate how the addition of Nykredit Invest to your portfolios can decrease your overall portfolio volatility.
Stock Tickers
Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites
My Watchlist Analysis
Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like
Earnings Calls
Check upcoming earnings announcements updated hourly across public exchanges
Efficient Frontier
Plot and analyze your portfolio and positions against risk-return landscape of the market.
Money Managers
Screen money managers from public funds and ETFs managed around the world
Technical Analysis
Check basic technical indicators and analysis based on most latest market data
Idea Analyzer
Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas
Latest Portfolios
Quick portfolio dashboard that showcases your latest portfolios
Portfolio File Import
Quickly import all of your third-party portfolios from your local drive in csv format