Apple Performance

Apple Inc -- USA Stock  

USD 159.76  0.71  0.44%

Apple has performance score of 2 on a scale of 0 to 100. The firm shows Beta (market volatility) of -0.5146 which signifies that as returns on market increase, returns on owning Apple are expected to decrease at a much smaller rate. During bear market, Apple is likely to outperform the market.. Although it is extremely important to respect Apple Inc historical returns, it is better to be realistic regarding the information on equity current trending patternss. 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 Apple Inc technical indicators you can presently evaluate if the expected return of 0.0338% will be sustainable into the future. Apple Inc right now shows a risk of 0.9153%. Please confirm Apple Inc Jensen Alpha as well as the relationship between Potential Upside and Skewness to decide if Apple Inc will be following its price patterns.
Investment Horizon     30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  15,867  in Apple Inc on September 18, 2017 and sell it today you would earn a total of  109  from holding Apple Inc or generate 0.69% return on investment over 30 days. Apple Inc is currenly generating 0.0338% of daily expected returns and assumes 0.9153% risk (volatility on return distribution) over the 30 days horizon. In different words, 8% of equities are less volatile than Apple Inc and 99% 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, Apple Inc is expected to generate 3.79 times less return on investment than the market. In addition to that, the company is 4.06 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 0.57 per unit of volatility.

Apple Daily Price Distribution

The median price of Apple for the period between Mon, Sep 18, 2017 and Wed, Oct 18, 2017 is 155.39 with a coefficient of variation of 1.67. The daily time series for the period is distributed with a sample standard deviation of 2.59, arithmetic mean of 155.42, and mean deviation of 2.0. The Stock received some media coverage during the period.
2 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Apple Inc are ranked lower than 2 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Apple Sharpe Ratio = 0.0369
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Estimated Market Risk

 0.92
  actual daily
 
 92 %
of total potential
  

Expected Return

 0.03
  actual daily
 
 1 %
of total potential
  

Risk-Adjusted Return

 0.04
  actual daily
 
 2 %
of total potential
  
Based on monthly moving average Apple is performing at about 2% 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 Apple by adding it to a well-diversified portfolio.

Dividends

Apple Inc Dividends Analysis
Check Apple Inc dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
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