CHINA WATER (Germany) Performance
| HAU2 Stock | 0.03 0.02 40.00% |
The firm shows a Beta (market volatility) of 3.38, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, CHINA WATER will likely underperform. At this point, CHINA WATER IGR has a negative expected return of -1.23%. Please make sure to confirm CHINA WATER's jensen alpha, treynor ratio, and the relationship between the information ratio and total risk alpha , to decide if CHINA WATER IGR performance from the past will be repeated in the future.
Risk-Adjusted Performance
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Over the last 90 days CHINA WATER IGR has generated negative risk-adjusted returns adding no value to investors with long positions. Despite uncertain performance in the last few months, the Stock's basic indicators remain nearly stable which may send shares a bit higher in January 2025. The current disturbance may also be a sign of long-run up-swing for the company stockholders. ...more
CHINA |
CHINA WATER Relative Risk vs. Return Landscape
If you would invest 10.00 in CHINA WATER IGR on September 16, 2024 and sell it today you would lose (7.00) from holding CHINA WATER IGR or give up 70.0% of portfolio value over 90 days. CHINA WATER IGR is producing return of less than zero assuming 10.4034% volatility of returns over the 90 days investment horizon. Simply put, 92% of all stocks have less volatile historical return distribution than CHINA WATER, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
CHINA WATER Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for CHINA WATER's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as CHINA WATER IGR, and traders can use it to determine the average amount a CHINA WATER'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 = -0.1181
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| Negative Returns | HAU2 |
Estimated Market Risk
| 10.4 actual daily | 92 92% of assets are less volatile |
Expected Return
| -1.23 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.12 actual daily | 0 Most of other assets perform better |
Based on monthly moving average CHINA WATER 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 CHINA WATER by adding CHINA WATER to a well-diversified portfolio.
Things to note about CHINA WATER IGR performance evaluation
Checking the ongoing alerts about CHINA WATER for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for CHINA WATER IGR help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| CHINA WATER IGR generated a negative expected return over the last 90 days | |
| CHINA WATER IGR has high historical volatility and very poor performance | |
| CHINA WATER IGR has some characteristics of a very speculative penny stock |
- Analyzing CHINA WATER'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 CHINA WATER's stock is overvalued or undervalued compared to its peers.
- Examining CHINA WATER'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 CHINA WATER's management team can have a significant impact on its success or failure. Reviewing the track record and experience of CHINA WATER's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of CHINA WATER's stock. These opinions can provide insight into CHINA WATER's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for CHINA Stock analysis
When running CHINA WATER's price analysis, check to measure CHINA WATER'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 CHINA WATER is operating at the current time. Most of CHINA WATER's value examination focuses on studying past and present price action to predict the probability of CHINA WATER's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CHINA WATER's price. Additionally, you may evaluate how the addition of CHINA WATER to your portfolios can decrease your overall portfolio volatility.
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