Amgen Performance

Amgen Inc -- USA Stock  

USD 186.64  0.88  0.47%

On a scale of 0 to 100 Amgen holds performance score of 26. The firm shows Beta (market volatility) of 1.7429 which signifies that as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Amgen will likely underperform.. Although it is vital to follow to Amgen Inc historical returns, it is good to be conservative about what you can actually do with the information regarding equity current trending patternss. 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 Inc technical indicators you can presently evaluate if the expected return of 0.4588% will be sustainable into the future. Please makes use of Amgen Inc Variance as well as the relationship between Maximum Drawdown and Semi Variance to make a quick decision on weather Amgen price patterns will revert.
Investment Horizon     30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  16,974  in Amgen Inc on August 25, 2017 and sell it today you would earn a total of  1,602  from holding Amgen Inc or generate 9.44% return on investment over 30 days. Amgen Inc is currenly generating 0.4588% of daily expected returns and assumes 1.2082% risk (volatility on return distribution) over the 30 days horizon. In different words, 11% of equities are less volatile than Amgen Inc and 91% 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 generate 3.14 times more return on investment than the market. However, the company is 3.14 times more volatile than its market benchmark. It trades about 0.38 of its potential returns per unit of risk. The DOW is currently generating roughly 0.3 per unit of risk.

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 Fri, Aug 25, 2017 and Sun, Sep 24, 2017 is 180.71 with a coefficient of variation of 4.06. The daily time series for the period is distributed with a sample standard deviation of 7.34, arithmetic mean of 180.76, and mean deviation of 6.35. The Stock received some media coverage during the period.
26 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Amgen Inc are ranked lower than 26 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Amgen Sharpe Ratio = 0.3798
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Estimated Market Risk

 1.21
  actual daily
 
 89 %
of total potential
  

Expected Return

 0.46
  actual daily
 
 9 %
of total potential
  

Risk-Adjusted Return

 0.38
  actual daily
 
 26 %
of total potential
  
Based on monthly moving average Amgen is performing at about 26% 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