VIB Vermgen (Germany) Performance
| VIH1 Stock | EUR 9.59 0.48 5.27% |
The entity owns a Beta (Systematic Risk) of -0.25, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning VIB Vermgen are expected to decrease at a much lower rate. During the bear market, VIB Vermgen is likely to outperform the market. At this point, VIB Vermgen AG has a negative expected return of -0.14%. Please make sure to validate VIB Vermgen's total risk alpha, maximum drawdown, and the relationship between the jensen alpha and treynor ratio , to decide if VIB Vermgen AG performance from the past will be repeated at future time.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days VIB Vermgen AG has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest fragile performance, the Stock's basic indicators remain stable and the newest uproar on Wall Street may also be a sign of mid-term gains for the firm private investors. ...more
| Fifty Two Week Low | 41.25 | |
| Fifty Two Week High | 41.25 |
VIB |
VIB Vermgen Relative Risk vs. Return Landscape
If you would invest 999.00 in VIB Vermgen AG on December 21, 2024 and sell it today you would lose (88.00) from holding VIB Vermgen AG or give up 8.81% of portfolio value over 90 days. VIB Vermgen AG is generating negative expected returns and assumes 1.3665% volatility on return distribution over the 90 days horizon. Simply put, 12% of stocks are less volatile than VIB, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
VIB Vermgen Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for VIB Vermgen's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as VIB Vermgen AG, and traders can use it to determine the average amount a VIB Vermgen'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 = -0.1056
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| Negative Returns | VIH1 |
Estimated Market Risk
| 1.37 actual daily | 12 88% of assets are more volatile |
Expected Return
| -0.14 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 VIB Vermgen 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 VIB Vermgen by adding VIB Vermgen to a well-diversified portfolio.
About VIB Vermgen Performance
Assessing VIB Vermgen's fundamental ratios provides investors with valuable insights into VIB Vermgen's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the VIB Vermgen is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
Things to note about VIB Vermgen AG performance evaluation
Checking the ongoing alerts about VIB Vermgen for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for VIB Vermgen AG help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| VIB Vermgen AG generated a negative expected return over the last 90 days |
- Analyzing VIB Vermgen'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 VIB Vermgen's stock is overvalued or undervalued compared to its peers.
- Examining VIB Vermgen'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 VIB Vermgen's management team can have a significant impact on its success or failure. Reviewing the track record and experience of VIB Vermgen's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of VIB Vermgen's stock. These opinions can provide insight into VIB Vermgen's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for VIB Stock Analysis
When running VIB Vermgen's price analysis, check to measure VIB Vermgen'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 VIB Vermgen is operating at the current time. Most of VIB Vermgen's value examination focuses on studying past and present price action to predict the probability of VIB Vermgen's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move VIB Vermgen's price. Additionally, you may evaluate how the addition of VIB Vermgen to your portfolios can decrease your overall portfolio volatility.