Diageo PLC (Germany) Performance
| GUIA Stock | 119.00 2.00 1.65% |
The firm shows a Beta (market volatility) of -0.3, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Diageo PLC are expected to decrease at a much lower rate. During the bear market, Diageo PLC is likely to outperform the market. Diageo PLC right now shows a risk of 1.34%. Please confirm Diageo PLC market risk adjusted performance, coefficient of variation, jensen alpha, as well as the relationship between the mean deviation and standard deviation , to decide if Diageo PLC will be following its price patterns.
Risk-Adjusted Performance
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Over the last 90 days Diageo PLC has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable basic indicators, Diageo PLC is not utilizing all of its potentials. The current stock price uproar, may contribute to short-horizon losses for the private investors. ...more
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Diageo PLC Relative Risk vs. Return Landscape
If you would invest 12,100 in Diageo PLC on October 8, 2024 and sell it today you would earn a total of 0.00 from holding Diageo PLC or generate 0.0% return on investment over 90 days. Diageo PLC is generating 0.0089% of daily returns and assumes 1.3423% volatility on return distribution over the 90 days horizon. Simply put, 11% of stocks are less volatile than Diageo, 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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Diageo PLC Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Diageo PLC's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Diageo PLC, and traders can use it to determine the average amount a Diageo PLC'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 = 0.0066
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| Negative Returns | GUIA |
Estimated Market Risk
| 1.34 actual daily | 11 89% of assets are more volatile |
Expected Return
| 0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Diageo PLC 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 Diageo PLC by adding Diageo PLC to a well-diversified portfolio.
Things to note about Diageo PLC performance evaluation
Checking the ongoing alerts about Diageo PLC for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Diageo PLC help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Diageo PLC's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Diageo PLC's stock performance include:- Analyzing Diageo PLC'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 Diageo PLC's stock is overvalued or undervalued compared to its peers.
- Examining Diageo PLC'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 Diageo PLC's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Diageo PLC's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Diageo PLC's stock. These opinions can provide insight into Diageo PLC's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Diageo Stock Analysis
When running Diageo PLC's price analysis, check to measure Diageo PLC'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 Diageo PLC is operating at the current time. Most of Diageo PLC's value examination focuses on studying past and present price action to predict the probability of Diageo PLC's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Diageo PLC's price. Additionally, you may evaluate how the addition of Diageo PLC to your portfolios can decrease your overall portfolio volatility.