Amgen Performance

AMGN -- USA Stock  

USD 176.30  0.17  0.1%

Amgen has performance score of 2 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.0 which signifies that the returns on MARKET and Amgen are completely uncorrelated. Although it is extremely important to respect Amgen historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy in 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 Amgen technical indicators you can presently evaluate if the expected return of 0.0573% will be sustainable into the future. Amgen right now shows a risk of 1.3108%. Please confirm Amgen Treynor Ratio, and the relationship between Standard Deviation and Downside Variance to decide if Amgen will be following its price patterns.
 Time Horizon     30 Days    Login   to change

Amgen Relative Risk vs. Return Landscape

If you would invest  17,466  in Amgen on April 22, 2018 and sell it today you would earn a total of  181.00  from holding Amgen or generate 1.04% return on investment over 30 days. Amgen is currenly generating 0.0573% of daily expected returns and assumes 1.3108% risk (volatility on return distribution) over the 30 days horizon. In different words, 12% of equities are less volatile than Amgen 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, Amgen is expected to generate 0.91 times more return on investment than the market. However, the company is 1.1 times less risky than the market. It trades about 0.04 of its potential returns per unit of risk. The DOW is currently generating roughly 0.01 per unit of risk.

Amgen Market Risk Analysis

Sharpe Ratio = 0.0437
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Amgen Relative Performance Indicators

Estimated Market Risk
 1.31
  actual daily
 
 88 %
of total potential
  
Expected Return
 0.06
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 0.04
  actual daily
 
 2 %
of total potential
  
Based on monthly moving average Amgen 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 Amgen by adding it to a well-diversified portfolio.

Performance Rating

Amgen Risk Adjusted Performance Analysis
2 

Risk-Adjusted Performance

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

Amgen Alerts

Equity Alerts and Improvement Suggestions
Amgen has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations
Over 88.0% of the company shares are held by institutions such as insurance companies
On May 16, 2018 Amgen paid $ 1.32 per share dividend to its current shareholders
Latest headline from standardoracle.com: Acquisition by David Meline of 4508 shares of Amgen subject to Rule 16b-3

Dividends

Amgen Dividends Analysis
Check Amgen 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 World Markets Correlation module to find global opportunities by holding instruments from different markets.