Loading...
+0.24%
This Month
+0.24%
Year To Date
+36.68%
2 Years
+89.29%
5 Years
+103.73%
10 Years
-17.17%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🛠️ Producer Manufacturing26.08%
- 🚗 Consumer Durables20.7%
- ⛏️ Energy Minerals17.27%
- 💇♀️ Consumer Services13.49%
- 💼 Commercial Services8.71%
- 💵 Cash8.62%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE46.77%
- 🇫🇮 Helsinki Stock Exchange17.27%
- 🇺🇸 Nasdaq13.49%
- 🇫🇷 Euronext Paris8.71%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States60.27%
- 🇫🇮 Finland17.27%
- 🇫🇷 France8.71%
Dividends
Dividend Yield
1.82%
4 out of 5 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $TEP.PA (7.27%)
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 5.4/10
Beta
0.41
0.41
0
0.8
1.2
0
2
Sharpe Ratio
0.36
0.36
0
0.5
1
1.5
1.5
Sortino Ratio
0.77
0.77
0
1
2
3
3
Jensen's Alpha
1.62
1.62
-2
0
2
4.5
4.5
Omega Ratio
0.79
0.79
0
1
1.5
2.5
2.5
Treynor Ratio
1.33
1.33
0
0.75
1.25
2
2
Information Ratio
-0.29
-0.29
-1
0.3
0.6
1
1
Calmar Ratio
0.31
0.31
0
0.3
0.6
1
1
Beta
0.41
0.41
0
0.8
1.2
0
2
Sharpe Ratio
0.36
0.36
0
0.5
1
1.5
1.5
Sortino Ratio
0.77
0.77
0
1
2
3
3
Jensen's Alpha
1.62
1.62
-2
0
2
4.5
4.5
Omega Ratio
0.79
0.79
0
1
1.5
2.5
2.5
Treynor Ratio
1.33
1.33
0
0.75
1.25
2
2
Information Ratio
-0.29
-0.29
-1
0.3
0.6
1
1
Calmar Ratio
0.31
0.31
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
34.4
High:
AGCO
21.9AGCOLow:
NESTE.HE
-145.24NESTE.HEDetails
PEG Ratio
-9.78
High:AGCO
18.06AGCOLow:
CZR
-63.58CZRDetails
Price/Book
1.56
High:NESTE.HE
2.11NESTE.HELow:
HOG
0.66HOGDetails
Price/Sales
0.66
High:AGCO
0.82AGCOLow:
TEP.PA
0.33TEP.PADetails
Price/CF
6.6
High:AGCO
7.82AGCOLow:TEP.PA
3.39TEP.PADetails
Price/FCF
19.81
High:NESTE.HE
704.3NESTE.HELow:TEP.PA
5.17TEP.PADetails
P/E Ratio
34.4
High:AGCO
21.9AGCOLow:NESTE.HE
-145.24NESTE.HEDetails
PEG Ratio
-9.78
High:AGCO
18.06AGCOLow:CZR
-63.58CZRDetails
Price/Book
1.56
High:NESTE.HE
2.11NESTE.HELow:HOG
0.66HOGDetails
Price/Sales
0.66
High:AGCO
0.82AGCOLow:TEP.PA
0.33TEP.PADetails
Price/CF
6.6
High:AGCO
7.82AGCOLow:TEP.PA
3.39TEP.PADetails
Price/FCF
19.81
High:NESTE.HE
704.3NESTE.HELow:TEP.PA
5.17TEP.PADetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-95.5% | Jun 2014 | - | 140 |