ITALIAN WINE (Germany) Performance
| MR3 Stock | 19.55 0.10 0.51% |
The company owns a Beta (Systematic Risk) of 0.33, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, ITALIAN WINE's returns are expected to increase less than the market. However, during the bear market, the loss of holding ITALIAN WINE is expected to be smaller as well. At this point, ITALIAN WINE BRANDS has a negative expected return of -0.14%. Please make sure to check out ITALIAN WINE's standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if ITALIAN WINE BRANDS performance from the past will be repeated in the future.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days ITALIAN WINE BRANDS has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest fragile performance, the Stock's basic indicators remain stable and the current disturbance on Wall Street may also be a sign of long-run gains for the company stockholders. ...more
ITALIAN |
ITALIAN WINE Relative Risk vs. Return Landscape
If you would invest 2,180 in ITALIAN WINE BRANDS on December 23, 2024 and sell it today you would lose (225.00) from holding ITALIAN WINE BRANDS or give up 10.32% of portfolio value over 90 days. ITALIAN WINE BRANDS is currently producing negative expected returns and takes up 2.9632% volatility of returns over 90 trading days. Put another way, 26% of traded stocks are less volatile than ITALIAN, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
ITALIAN WINE Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ITALIAN WINE's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as ITALIAN WINE BRANDS, and traders can use it to determine the average amount a ITALIAN WINE'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 = -0.0456
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | MR3 |
Estimated Market Risk
| 2.96 actual daily | 26 74% of assets are more volatile |
Expected Return
| -0.14 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.05 actual daily | 0 Most of other assets perform better |
Based on monthly moving average ITALIAN WINE 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 ITALIAN WINE by adding ITALIAN WINE to a well-diversified portfolio.
About ITALIAN WINE Performance
By analyzing ITALIAN WINE's fundamental ratios, stakeholders can gain valuable insights into ITALIAN WINE's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if ITALIAN WINE has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if ITALIAN WINE has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Things to note about ITALIAN WINE BRANDS performance evaluation
Checking the ongoing alerts about ITALIAN WINE for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for ITALIAN WINE BRANDS help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| ITALIAN WINE BRANDS generated a negative expected return over the last 90 days |
- Analyzing ITALIAN WINE'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 ITALIAN WINE's stock is overvalued or undervalued compared to its peers.
- Examining ITALIAN WINE'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 ITALIAN WINE's management team can have a significant impact on its success or failure. Reviewing the track record and experience of ITALIAN WINE's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of ITALIAN WINE's stock. These opinions can provide insight into ITALIAN WINE's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for ITALIAN Stock analysis
When running ITALIAN WINE's price analysis, check to measure ITALIAN WINE'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 ITALIAN WINE is operating at the current time. Most of ITALIAN WINE's value examination focuses on studying past and present price action to predict the probability of ITALIAN WINE's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ITALIAN WINE's price. Additionally, you may evaluate how the addition of ITALIAN WINE to your portfolios can decrease your overall portfolio volatility.
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