SDG Invest (Denmark) Performance
| SDKGBA Stock | 189.20 0.70 0.37% |
The entity has a beta of 0.16, which indicates not very significant fluctuations relative to the market. As returns on the market increase, SDG Invest's returns are expected to increase less than the market. However, during the bear market, the loss of holding SDG Invest is expected to be smaller as well. At this point, SDG Invest Globale has a negative expected return of -0.0814%. Please make sure to validate SDG Invest's total risk alpha, accumulation distribution, period momentum indicator, as well as the relationship between the potential upside and day median price , to decide if SDG Invest Globale performance from the past will be repeated in the future.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days SDG Invest Globale has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong forward-looking signals, SDG Invest is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
SDG |
SDG Invest Relative Risk vs. Return Landscape
If you would invest 19,940 in SDG Invest Globale on December 13, 2024 and sell it today you would lose (950.00) from holding SDG Invest Globale or give up 4.76% of portfolio value over 90 days. SDG Invest Globale is generating negative expected returns and assumes 0.7406% volatility on return distribution over the 90 days horizon. Simply put, 6% of stocks are less volatile than SDG, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
SDG Invest Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SDG Invest's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as SDG Invest Globale, and traders can use it to determine the average amount a SDG 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 = -0.1099
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | SDKGBA |
Estimated Market Risk
| 0.74 actual daily | 6 94% of assets are more volatile |
Expected Return
| -0.08 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.11 actual daily | 0 Most of other assets perform better |
Based on monthly moving average SDG 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 SDG Invest by adding SDG Invest to a well-diversified portfolio.
Things to note about SDG Invest Globale performance evaluation
Checking the ongoing alerts about SDG Invest for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for SDG Invest Globale help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| SDG Invest Globale generated a negative expected return over the last 90 days |
- Analyzing SDG 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 SDG Invest's stock is overvalued or undervalued compared to its peers.
- Examining SDG 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 SDG Invest's management team can have a significant impact on its success or failure. Reviewing the track record and experience of SDG Invest's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of SDG Invest's stock. These opinions can provide insight into SDG Invest's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for SDG Stock analysis
When running SDG Invest's price analysis, check to measure SDG 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 SDG Invest is operating at the current time. Most of SDG Invest's value examination focuses on studying past and present price action to predict the probability of SDG 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 SDG Invest's price. Additionally, you may evaluate how the addition of SDG Invest to your portfolios can decrease your overall portfolio volatility.
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