Altaba Performance

AABA -- USA Stock  

USD 81.06  0.89  1.11%

On a scale of 0 to 100 Altaba holds performance score of 15. The firm shows Beta (market volatility) of 0.0 which signifies that the returns on MARKET and Altaba are completely uncorrelated. Although it is extremely important to respect Altaba historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy towards foreseeing future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing Altaba technical indicators you can presently evaluate if the expected return of 0.2376% will be sustainable into the future. Please makes use of Altaba Sortino Ratio, Potential Upside, Skewness, as well as the relationship between Maximum Drawdown and Semi Variance to make a quick decision on weather Altaba price patterns will revert.
 Time Horizon     30 Days    Login   to change

Altaba Relative Risk vs. Return Landscape

If you would invest  7,702  in Altaba on May 21, 2018 and sell it today you would earn a total of  404.00  from holding Altaba or generate 5.25% return on investment over 30 days. Altaba is currenly generating 0.2376% of daily expected returns and assumes 1.0238% risk (volatility on return distribution) over the 30 days horizon. In different words, 9% of equities are less volatile than Altaba and 96% of traded equity instruments are projected to make higher returns than the company over the 30 days investment horizon.
 Daily Expected Return (%) 
      Risk (%) 
Given the investment horizon of 30 days, Altaba is expected to generate 0.74 times more return on investment than the market. However, the company is 1.36 times less risky than the market. It trades about 0.23 of its potential returns per unit of risk. The DOW is currently generating roughly 0.01 per unit of risk.

Altaba Market Risk Analysis

Sharpe Ratio = 0.2321
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Altaba Relative Performance Indicators

Estimated Market Risk
  actual daily
 91 %
of total potential
Expected Return
  actual daily
 4 %
of total potential
Risk-Adjusted Return
  actual daily
 15 %
of total potential
Based on monthly moving average Altaba is performing at about 15% 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 Altaba by adding it to a well-diversified portfolio.

Performance Rating

Altaba Risk Adjusted Performance Analysis

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Altaba are ranked lower than 15 (%) of all global equities and portfolios over the last 30 days.

Altaba Alerts

Equity Alerts and Improvement Suggestions
Over 81.0% of the company shares are held by institutions such as insurance companies
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