UPDATE SOFTWARE (Germany) Performance
| UP2 Stock | 12.56 0.11 0.88% |
The entity has a beta of 1.35, which indicates 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, UPDATE SOFTWARE will likely underperform. At this point, UPDATE SOFTWARE has a negative expected return of -0.34%. Please make sure to validate UPDATE SOFTWARE's total risk alpha, maximum drawdown, and the relationship between the jensen alpha and treynor ratio , to decide if UPDATE SOFTWARE performance from the past will be repeated at future time.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days UPDATE SOFTWARE has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of fragile performance in the last few months, the Stock's basic indicators remain rather sound which may send shares a bit higher in April 2025. The latest tumult may also be a sign of longer-term up-swing for the firm shareholders. ...more
UPDATE |
UPDATE SOFTWARE Relative Risk vs. Return Landscape
If you would invest 1,587 in UPDATE SOFTWARE on December 22, 2024 and sell it today you would lose (331.00) from holding UPDATE SOFTWARE or give up 20.86% of portfolio value over 90 days. UPDATE SOFTWARE is producing return of less than zero assuming 3.0937% volatility of returns over the 90 days investment horizon. Simply put, 27% of all stocks have less volatile historical return distribution than UPDATE SOFTWARE, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
UPDATE SOFTWARE Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for UPDATE SOFTWARE's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as UPDATE SOFTWARE, and traders can use it to determine the average amount a UPDATE SOFTWARE'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 = -0.1104
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | UP2 |
Estimated Market Risk
| 3.09 actual daily | 27 73% of assets are more volatile |
Expected Return
| -0.34 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.11 actual daily | 0 Most of other assets perform better |
Based on monthly moving average UPDATE SOFTWARE 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 UPDATE SOFTWARE by adding UPDATE SOFTWARE to a well-diversified portfolio.
About UPDATE SOFTWARE Performance
By analyzing UPDATE SOFTWARE's fundamental ratios, stakeholders can gain valuable insights into UPDATE SOFTWARE's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if UPDATE SOFTWARE 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 UPDATE SOFTWARE 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 UPDATE SOFTWARE performance evaluation
Checking the ongoing alerts about UPDATE SOFTWARE for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for UPDATE SOFTWARE help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| UPDATE SOFTWARE generated a negative expected return over the last 90 days | |
| UPDATE SOFTWARE has high historical volatility and very poor performance |
- Analyzing UPDATE SOFTWARE'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 UPDATE SOFTWARE's stock is overvalued or undervalued compared to its peers.
- Examining UPDATE SOFTWARE'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 UPDATE SOFTWARE's management team can have a significant impact on its success or failure. Reviewing the track record and experience of UPDATE SOFTWARE's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of UPDATE SOFTWARE's stock. These opinions can provide insight into UPDATE SOFTWARE's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for UPDATE Stock analysis
When running UPDATE SOFTWARE's price analysis, check to measure UPDATE SOFTWARE'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 UPDATE SOFTWARE is operating at the current time. Most of UPDATE SOFTWARE's value examination focuses on studying past and present price action to predict the probability of UPDATE SOFTWARE's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move UPDATE SOFTWARE's price. Additionally, you may evaluate how the addition of UPDATE SOFTWARE to your portfolios can decrease your overall portfolio volatility.
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