FLOW TRADERS (Germany) Performance
| O3I Stock | 25.12 0.50 1.95% |
On a scale of 0 to 100, FLOW TRADERS holds a performance score of 11. The firm shows a Beta (market volatility) of -0.45, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning FLOW TRADERS are expected to decrease at a much lower rate. During the bear market, FLOW TRADERS is likely to outperform the market. Please check FLOW TRADERS's treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether FLOW TRADERS's price patterns will revert.
Risk-Adjusted Performance
Good
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in FLOW TRADERS LTD are ranked lower than 11 (%) of all global equities and portfolios over the last 90 days. Despite nearly uncertain basic indicators, FLOW TRADERS reported solid returns over the last few months and may actually be approaching a breakup point. ...more
FLOW |
FLOW TRADERS Relative Risk vs. Return Landscape
If you would invest 2,116 in FLOW TRADERS LTD on December 1, 2024 and sell it today you would earn a total of 446.00 from holding FLOW TRADERS LTD or generate 21.08% return on investment over 90 days. FLOW TRADERS LTD is currently producing 0.3455% returns and takes up 2.3542% volatility of returns over 90 trading days. Put another way, 21% of traded stocks are less volatile than FLOW, and 94% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
FLOW TRADERS Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for FLOW TRADERS's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as FLOW TRADERS LTD, and traders can use it to determine the average amount a FLOW TRADERS'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 = 0.1468
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | O3I | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 2.35 actual daily | 20 80% of assets are more volatile |
Expected Return
| 0.35 actual daily | 6 94% of assets have higher returns |
Risk-Adjusted Return
| 0.15 actual daily | 11 89% of assets perform better |
Based on monthly moving average FLOW TRADERS 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 FLOW TRADERS by adding it to a well-diversified portfolio.
About FLOW TRADERS Performance
By analyzing FLOW TRADERS's fundamental ratios, stakeholders can gain valuable insights into FLOW TRADERS's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if FLOW TRADERS 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 FLOW TRADERS 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 FLOW TRADERS LTD performance evaluation
Checking the ongoing alerts about FLOW TRADERS for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for FLOW TRADERS LTD help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating FLOW TRADERS's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate FLOW TRADERS's stock performance include:- Analyzing FLOW TRADERS'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 FLOW TRADERS's stock is overvalued or undervalued compared to its peers.
- Examining FLOW TRADERS'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 FLOW TRADERS's management team can have a significant impact on its success or failure. Reviewing the track record and experience of FLOW TRADERS's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of FLOW TRADERS's stock. These opinions can provide insight into FLOW TRADERS's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for FLOW Stock analysis
When running FLOW TRADERS's price analysis, check to measure FLOW TRADERS'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 FLOW TRADERS is operating at the current time. Most of FLOW TRADERS's value examination focuses on studying past and present price action to predict the probability of FLOW TRADERS's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move FLOW TRADERS's price. Additionally, you may evaluate how the addition of FLOW TRADERS to your portfolios can decrease your overall portfolio volatility.
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets | |
| Portfolio Suggestion Get suggestions outside of your existing asset allocation including your own model portfolios | |
| Bollinger Bands Use Bollinger Bands indicator to analyze target price for a given investing horizon | |
| Sign In To Macroaxis Sign in to explore Macroaxis' wealth optimization platform and fintech modules | |
| Share Portfolio Track or share privately all of your investments from the convenience of any device | |
| Price Ceiling Movement Calculate and plot Price Ceiling Movement for different equity instruments |