Unicharm Corp (Germany) Performance
| UN4 Stock | 7.93 15.87 66.68% |
The entity has a beta of -0.0591, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Unicharm Corp are expected to decrease at a much lower rate. During the bear market, Unicharm Corp is likely to outperform the market. At this point, Unicharm Corp has a negative expected return of -1.45%. Please make sure to validate Unicharm Corp's skewness, and the relationship between the total risk alpha and rate of daily change , to decide if Unicharm Corp performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Over the last 90 days Unicharm Corp has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of uncertain performance in the last few months, the Stock's basic indicators remain comparatively stable which may send shares a bit higher in January 2025. The newest uproar may also be a sign of mid-term up-swing for the firm private investors. ...more
Unicharm |
Unicharm Corp Relative Risk vs. Return Landscape
If you would invest 3,160 in Unicharm Corp on September 26, 2024 and sell it today you would lose (2,367) from holding Unicharm Corp or give up 74.91% of portfolio value over 90 days. Unicharm Corp is generating negative expected returns and assumes 8.7141% volatility on return distribution over the 90 days horizon. Simply put, 77% of stocks are less volatile than Unicharm, 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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Unicharm Corp Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Unicharm Corp's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Unicharm Corp, and traders can use it to determine the average amount a Unicharm Corp'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 = -0.1661
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| Negative Returns | UN4 |
Estimated Market Risk
| 8.71 actual daily | 77 77% of assets are less volatile |
Expected Return
| -1.45 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.17 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Unicharm Corp 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 Unicharm Corp by adding Unicharm Corp to a well-diversified portfolio.
Things to note about Unicharm Corp performance evaluation
Checking the ongoing alerts about Unicharm Corp for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Unicharm Corp help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Unicharm Corp generated a negative expected return over the last 90 days | |
| Unicharm Corp has high historical volatility and very poor performance |
- Analyzing Unicharm Corp'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 Unicharm Corp's stock is overvalued or undervalued compared to its peers.
- Examining Unicharm Corp'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 Unicharm Corp's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Unicharm Corp's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Unicharm Corp's stock. These opinions can provide insight into Unicharm Corp's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Unicharm Stock Analysis
When running Unicharm Corp's price analysis, check to measure Unicharm Corp'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 Unicharm Corp is operating at the current time. Most of Unicharm Corp's value examination focuses on studying past and present price action to predict the probability of Unicharm Corp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Unicharm Corp's price. Additionally, you may evaluate how the addition of Unicharm Corp to your portfolios can decrease your overall portfolio volatility.