NESTLE SA Performance

NSRGF -- USA Stock  

USD 105.51  1.15  1.10%

The company secures Beta (Market Risk) of 0.3294 which conveys that as returns on market increase, NESTLE SA returns are expected to increase less than the market. However during bear market, the loss on holding NESTLE SA will be expected to be smaller as well. Even though it is essential to pay attention to NESTLE SA price patterns, it is always good to be careful when utilizing equity historical price patterns. Macroaxis approach into estimating future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. NESTLE SA exposes twenty-one different technical indicators which can help you to evaluate its performance. NESTLE SA has expected return of -0.0552%. Please be advised to verify NESTLE SA Information Ratio, Value At Risk as well as the relationship between Value At Risk and Expected Short fall to decide if NESTLE SA past performance will be repeated at future time.

Risk-Adjusted Performance

Over the last 30 days NESTLE SA has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of rather sound fundamental drivers, NESTLE SA is not utilizing all of its potentials. The current stock price tumult, may contribute to shorter-term losses for the shareholders.
Quick Ratio0.37
Fifty Two Week Low78.57
Fifty Two Week High114.93
Payout Ratio78.53%
Trailing Annual Dividend Yield2.26%
Horizon     30 Days    Login   to change

NESTLE SA Relative Risk vs. Return Landscape

If you would invest  11,003  in NESTLE SA on October 21, 2019 and sell it today you would lose (452.00)  from holding NESTLE SA or give up 4.11% of portfolio value over 30 days. NESTLE SA is currently producing negative expected returns and takes up 1.4431% volatility of returns over 30 trading days. Put another way, 12% of traded equities are less volatile than the company and 99% of traded equity instruments are likely to generate higher returns over the next 30 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming 30 trading days horizon, NESTLE SA is expected to under-perform the market. In addition to that, the company is 2.01 times more volatile than its market benchmark. It trades about -0.04 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.13 per unit of volatility.

NESTLE SA Market Risk Analysis

Sharpe Ratio = -0.0383
Good Returns
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Negative ReturnsNSRGF

NESTLE SA Relative Performance Indicators

Estimated Market Risk
  actual daily
 12 %
of total potential
Expected Return
  actual daily
 0 %
of total potential
Risk-Adjusted Return
  actual daily
 0 %
of total potential
Based on monthly moving average NESTLE SA is performing at about 0% of its full potential. 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 NESTLE SA by adding it to a well-diversified portfolio.


Equity Alerts and Improvement Suggestions

NESTLE SA generates negative expected return over the last 30 days
NESTLE SA has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations
The company has accumulated 35.92 B in total debt with debt to equity ratio (D/E) of 83.9 indicating the company may have difficulties to generate enough cash to satisfy its financial obligations. NESTLE SA has Current Ratio of 0.78 indicating that it has a negative working capital and may not be able to pay financial obligations in time and when they become due.
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NESTLE SA Dividends

NESTLE SA Dividends Analysis

Check NESTLE SA dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
Check Dividends  
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