Apple Performance

Macroaxis gives Apple performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of -0.6075 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.. Even though it is essential to pay attention to Apple Inc historical returns, it is always good to be careful when utilizing equity current trading 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 Inc exposes twenty-one different technical indicators which can help you to evaluate its performance. Apple Inc has expected return of -0.2256%. Please be advised to confirm Apple Inc Jensen Alpha as well as the relationship between Potential Upside and Skewness to decide if Apple Inc past performance will be repeated at some point in the near future.
Investment Horizon     30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  15,334  in Apple Inc on May 24, 2017 and sell it today you would lose (771.00)  from holding Apple Inc or give up 5.03% of portfolio value over 30 days. Apple Inc is currenly does not generate positive expected returns and assumes 1.3387% risk (volatility on return distribution) over the 30 days horizon. In different words, 13% 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 under-perform the market. In addition to that, the company is 4.6 times more volatile than its market benchmark. It trades about -0.17 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.3 per unit of volatility.

Apple Daily Price Distribution

The median price of Apple for the period between Wed, May 24, 2017 and Fri, Jun 23, 2017 is 153.18 with a coefficient of variation of 3.0. The daily time series for the period is distributed with a sample standard deviation of 4.51, arithmetic mean of 150.18, and mean deviation of 4.21. The Stock received some media coverage during the period.
0 

Risk-Adjusted Performance

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

One Month Efficiency

Apple Sharpe Ratio = -0.1685
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Estimated Market Risk

 1.34
  actual daily
 
 87 %
of total potential
  

Expected Return

 -0.23
  actual daily
 
 1 %
of total potential
  

Risk-Adjusted Return

 -0.17
  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 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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