Apple Performance

Apple -- USA Stock  

USD 165.24  1.59  0.97%

Macroaxis gives Apple performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.0094 which signifies that as returns on market increase, Apple returns are expected to increase less than the market. However during bear market, the loss on holding Apple will be expected to be smaller as well.. Even though it is essential to pay attention to Apple historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy towards foreseeing 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. Apple exposes twenty-one different technical indicators which can help you to evaluate its performance. Apple has expected return of -0.2006%. Please be advised to confirm Apple Jensen Alpha as well as the relationship between Potential Upside and Skewness to decide if Apple past performance will be repeated at some point in the near future.
 Time Horizon     30 Days    Login   to change

Apple Relative Risk vs. Return Landscape

If you would invest  17,897  in Apple on March 27, 2018 and sell it today you would lose (1,532)  from holding Apple or give up 8.56% of portfolio value over 30 days. Apple is currenly does not generate positive expected returns and assumes 1.5847% risk (volatility on return distribution) over the 30 days horizon. In different words, 14% of equities are less volatile than Apple 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 is expected to under-perform the market. In addition to that, the company is 1.12 times more volatile than its market benchmark. It trades about -0.13 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.09 per unit of volatility.

Performance Rating

Apple Risk Adjusted Performance Analysis
0 

Risk-Adjusted Performance

Over the last 30 days Apple has generated negative risk-adjusted returns adding no value to investors with long positions.

2 Months Efficiency

Apple Sharpe Ratio = -0.1266
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Estimated Market Risk
 1.58
  actual daily
 
 86 %
of total potential
  
Expected Return
 -0.2
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.13
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Apple 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 Apple by adding it to a well-diversified portfolio.

Dividends

Apple Dividends Analysis
Check Apple dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
Check Dividends  
Check also Trending Equities. Please also try Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.