Daimler Truck (Germany) Performance
| DTG Stock | 40.87 1.78 4.17% |
Daimler Truck has a performance score of 7 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.33, which means possible diversification benefits within a given portfolio. As returns on the market increase, Daimler Truck's returns are expected to increase less than the market. However, during the bear market, the loss of holding Daimler Truck is expected to be smaller as well. Daimler Truck Holding right now shows a risk of 1.93%. Please confirm Daimler Truck Holding downside deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if Daimler Truck Holding will be following its price patterns.
Risk-Adjusted Performance
OK
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in Daimler Truck Holding are ranked lower than 7 (%) of all global equities and portfolios over the last 90 days. In spite of rather uncertain technical and fundamental indicators, Daimler Truck may actually be approaching a critical reversion point that can send shares even higher in April 2025. ...more
Daimler |
Daimler Truck Relative Risk vs. Return Landscape
If you would invest 3,697 in Daimler Truck Holding on December 5, 2024 and sell it today you would earn a total of 390.00 from holding Daimler Truck Holding or generate 10.55% return on investment over 90 days. Daimler Truck Holding is generating 0.1882% of daily returns assuming 1.9283% volatility of returns over the 90 days investment horizon. Simply put, 17% of all stocks have less volatile historical return distribution than Daimler Truck, and 97% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Daimler Truck Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Daimler Truck's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Daimler Truck Holding, and traders can use it to determine the average amount a Daimler Truck'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 = 0.0976
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | DTG | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 1.93 actual daily | 17 83% of assets are more volatile |
Expected Return
| 0.19 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.1 actual daily | 7 93% of assets perform better |
Based on monthly moving average Daimler Truck is performing at about 7% 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 Daimler Truck by adding it to a well-diversified portfolio.
Things to note about Daimler Truck Holding performance evaluation
Checking the ongoing alerts about Daimler Truck for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Daimler Truck Holding help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Daimler Truck's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Daimler Truck's stock performance include:- Analyzing Daimler Truck'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 Daimler Truck's stock is overvalued or undervalued compared to its peers.
- Examining Daimler Truck'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 Daimler Truck's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Daimler Truck's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Daimler Truck's stock. These opinions can provide insight into Daimler Truck's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Daimler Stock analysis
When running Daimler Truck's price analysis, check to measure Daimler Truck'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 Daimler Truck is operating at the current time. Most of Daimler Truck's value examination focuses on studying past and present price action to predict the probability of Daimler Truck's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Daimler Truck's price. Additionally, you may evaluate how the addition of Daimler Truck to your portfolios can decrease your overall portfolio volatility.
| Sectors List of equity sectors categorizing publicly traded companies based on their primary business activities | |
| CEOs Directory Screen CEOs from public companies around the world | |
| Odds Of Bankruptcy Get analysis of equity chance of financial distress in the next 2 years | |
| Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm | |
| Equity Valuation Check real value of public entities based on technical and fundamental data | |
| Options Analysis Analyze and evaluate options and option chains as a potential hedge for your portfolios | |
| Technical Analysis Check basic technical indicators and analysis based on most latest market data | |
| Bonds Directory Find actively traded corporate debentures issued by US companies | |
| Economic Indicators Top statistical indicators that provide insights into how an economy is performing |