WOOLWORTHS HDGS (Germany) Performance
| WN30 Stock | 3.02 0.04 1.34% |
The firm maintains a market beta of 0.0138, which attests to not very significant fluctuations relative to the market. As returns on the market increase, WOOLWORTHS HDGS's returns are expected to increase less than the market. However, during the bear market, the loss of holding WOOLWORTHS HDGS is expected to be smaller as well. At this point, WOOLWORTHS HDGS GDR has a negative expected return of -0.12%. Please make sure to check out WOOLWORTHS HDGS's maximum drawdown, skewness, daily balance of power, as well as the relationship between the potential upside and kurtosis , to decide if WOOLWORTHS HDGS GDR performance from the past will be repeated at some future point.
Risk-Adjusted Performance
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Over the last 90 days WOOLWORTHS HDGS GDR has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest uncertain 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
WOOLWORTHS |
WOOLWORTHS HDGS Relative Risk vs. Return Landscape
If you would invest 328.00 in WOOLWORTHS HDGS GDR on October 23, 2024 and sell it today you would lose (26.00) from holding WOOLWORTHS HDGS GDR or give up 7.93% of portfolio value over 90 days. WOOLWORTHS HDGS GDR is producing return of less than zero assuming 2.0835% volatility of returns over the 90 days investment horizon. Simply put, 18% of all stocks have less volatile historical return distribution than WOOLWORTHS HDGS, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
WOOLWORTHS HDGS Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for WOOLWORTHS HDGS's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as WOOLWORTHS HDGS GDR, and traders can use it to determine the average amount a WOOLWORTHS HDGS'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 = -0.0558
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| Negative Returns | WN30 |
Estimated Market Risk
| 2.08 actual daily | 18 82% of assets are more volatile |
Expected Return
| -0.12 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.06 actual daily | 0 Most of other assets perform better |
Based on monthly moving average WOOLWORTHS HDGS 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 WOOLWORTHS HDGS by adding WOOLWORTHS HDGS to a well-diversified portfolio.
Things to note about WOOLWORTHS HDGS GDR performance evaluation
Checking the ongoing alerts about WOOLWORTHS HDGS for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for WOOLWORTHS HDGS GDR help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| WOOLWORTHS HDGS GDR generated a negative expected return over the last 90 days |
- Analyzing WOOLWORTHS HDGS'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 WOOLWORTHS HDGS's stock is overvalued or undervalued compared to its peers.
- Examining WOOLWORTHS HDGS'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 WOOLWORTHS HDGS's management team can have a significant impact on its success or failure. Reviewing the track record and experience of WOOLWORTHS HDGS's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of WOOLWORTHS HDGS's stock. These opinions can provide insight into WOOLWORTHS HDGS's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for WOOLWORTHS Stock analysis
When running WOOLWORTHS HDGS's price analysis, check to measure WOOLWORTHS HDGS'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 WOOLWORTHS HDGS is operating at the current time. Most of WOOLWORTHS HDGS's value examination focuses on studying past and present price action to predict the probability of WOOLWORTHS HDGS's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move WOOLWORTHS HDGS's price. Additionally, you may evaluate how the addition of WOOLWORTHS HDGS to your portfolios can decrease your overall portfolio volatility.
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