Amgen Performance

Amgen Inc -- USA Stock  

USD 169.38  0.62  0.36%

Macroaxis gives Amgen performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of -0.8203 which signifies that as returns on market increase, returns on owning Amgen are expected to decrease at a much smaller rate. During bear market, Amgen is likely to outperform the market.. Even though it is essential to pay attention to Amgen Inc historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy in 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. Amgen Inc exposes twenty-one different technical indicators which can help you to evaluate its performance. Amgen Inc has expected return of -0.3588%. Please be advised to confirm Amgen Inc Treynor Ratio, and the relationship between Standard Deviation and Downside Variance to decide if Amgen Inc past performance will be repeated at some point in the near future.
Investment Horizon     30 Days    Login   to change

Amgen Inc Relative Risk vs. Return Landscape

If you would invest  18,412  in Amgen Inc on October 19, 2017 and sell it today you would lose (1,412)  from holding Amgen Inc or give up 7.67% of portfolio value over 30 days. Amgen Inc is currenly does not generate positive expected returns and assumes 0.8153% risk (volatility on return distribution) over the 30 days horizon. In different words, 7% of equities are less volatile than Amgen 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, Amgen Inc is expected to under-perform the market. In addition to that, the company is 2.18 times more volatile than its market benchmark. It trades about -0.44 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.16 per unit of volatility.

Operating Margin

Amgen Inc Operating Margin
Based on recorded statements Amgen Inc has Operating Margin of 44.49%. This is 235.27% lower than that of the Healthcare sector, and significantly higher than that of Pharmaceuticals And Biosciences industry, The Operating Margin for all stocks is 507.79% lower than the firm.
A good Operating Margin is required for a company to be able to pay for its fixed costs or pay out its debt which implies that the higher the margin, the better. This ratio is most effective in evaluating the earning potential of a company over time when comparing it against firm's competitors.

Amgen Daily Price Distribution

The median price of Amgen for the period between Thu, Oct 19, 2017 and Sat, Nov 18, 2017 is 174.0 with a coefficient of variation of 2.38. The daily time series for the period is distributed with a sample standard deviation of 4.16, arithmetic mean of 174.74, and mean deviation of 3.2. The Stock received some media coverage during the period.
0 

Risk-Adjusted Performance

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

One Month Efficiency

Amgen Sharpe Ratio = -0.4402
Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small Returns
CashSmall
Risk
Average
Risk
High
Risk
Huge
Risk
Negative ReturnsAMGN

Estimated Market Risk

 0.82
  actual daily
 
 93 %
of total potential
  

Expected Return

 -0.36
  actual daily
 
 1 %
of total potential
  

Risk-Adjusted Return

 -0.44
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Amgen 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 Amgen by adding it to a well-diversified portfolio.

Dividends

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