DICKS Sporting (Brazil) Performance
| D2KS34 Stock | 138.27 12.27 9.74% |
On a scale of 0 to 100, DICKS Sporting holds a performance score of 11. The firm owns a Beta (Systematic Risk) of 0.0522, which means not very significant fluctuations relative to the market. As returns on the market increase, DICKS Sporting's returns are expected to increase less than the market. However, during the bear market, the loss of holding DICKS Sporting is expected to be smaller as well. Please check DICKS Sporting's mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether DICKS Sporting's current price history will revert.
Risk-Adjusted Performance
11 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in DICKS Sporting Goods, are ranked lower than 11 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak forward-looking signals, DICKS Sporting sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
DICKS |
DICKS Sporting Relative Risk vs. Return Landscape
If you would invest 12,096 in DICKS Sporting Goods, on October 22, 2024 and sell it today you would earn a total of 1,731 from holding DICKS Sporting Goods, or generate 14.31% return on investment over 90 days. DICKS Sporting Goods, is generating 0.3289% of daily returns and assumes 2.2751% volatility on return distribution over the 90 days horizon. Simply put, 20% of stocks are less volatile than DICKS, and 94% 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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DICKS Sporting Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for DICKS Sporting's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as DICKS Sporting Goods,, and traders can use it to determine the average amount a DICKS Sporting'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 = 0.1446
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Estimated Market Risk
| 2.28 actual daily | 20 80% of assets are more volatile |
Expected Return
| 0.33 actual daily | 6 94% of assets have higher returns |
Risk-Adjusted Return
| 0.14 actual daily | 11 89% of assets perform better |
Based on monthly moving average DICKS Sporting is performing at about 11% of its full potential. 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 DICKS Sporting by adding it to a well-diversified portfolio.
Things to note about DICKS Sporting Goods, performance evaluation
Checking the ongoing alerts about DICKS Sporting for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for DICKS Sporting Goods, help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| DICKS Sporting is not yet fully synchronised with the market data |
- Analyzing DICKS Sporting'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 DICKS Sporting's stock is overvalued or undervalued compared to its peers.
- Examining DICKS Sporting'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 DICKS Sporting's management team can have a significant impact on its success or failure. Reviewing the track record and experience of DICKS Sporting's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of DICKS Sporting's stock. These opinions can provide insight into DICKS Sporting's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for DICKS Stock analysis
When running DICKS Sporting's price analysis, check to measure DICKS Sporting'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 DICKS Sporting is operating at the current time. Most of DICKS Sporting's value examination focuses on studying past and present price action to predict the probability of DICKS Sporting's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move DICKS Sporting's price. Additionally, you may evaluate how the addition of DICKS Sporting to your portfolios can decrease your overall portfolio volatility.
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