Best Buy Performance

Best Buy Co Inc -- USA Stock  

USD 55.83  0.37  0.67%

On a scale of 0 to 100 Best Buy holds performance score of 12. The firm shows Beta (market volatility) of -0.5838 which signifies that as returns on market increase, returns on owning Best Buy are expected to decrease at a much smaller rate. During bear market, Best Buy is likely to outperform the market.. Although it is vital to follow to Best Buy Co historical returns, it is good to be conservative about what you can actually do with the information regarding equity current trending patternss. The philosophy towards 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 Best Buy Co technical indicators you can presently evaluate if the expected return of 0.2671% will be sustainable into the future. Please makes use of Best Buy Co Standard Deviation, Maximum Drawdown as well as the relationship between Maximum Drawdown and Expected Short fall to make a quick decision on weather Best Buy price patterns will revert.
Investment Horizon     30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  5,259  in Best Buy Co Inc on September 20, 2017 and sell it today you would earn a total of  319  from holding Best Buy Co Inc or generate 6.07% return on investment over 30 days. Best Buy Co Inc is generating 0.2671% of daily returns assuming volatility of 1.4954% on return distribution over 30 days investment horizon. In other words, 14% of equities are less volatile than the company and above 95% of equities are expected to generate higher returns over the next 30 days.
 Daily Expected Return (%) 
      Risk (%) 
Considering 30-days investment horizon, Best Buy Co Inc is expected to generate 6.35 times more return on investment than the market. However, the company is 6.35 times more volatile than its market benchmark. It trades about 0.18 of its potential returns per unit of risk. The DOW is currently generating roughly 0.52 per unit of risk.

Best Buy Daily Price Distribution

The median price of Best Buy for the period between Wed, Sep 20, 2017 and Fri, Oct 20, 2017 is 55.83 with a coefficient of variation of 2.64. The daily time series for the period is distributed with a sample standard deviation of 1.48, arithmetic mean of 56.05, and mean deviation of 1.26. The Stock received some media coverage during the period.
12 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Best Buy Co Inc are ranked lower than 12 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Best Buy Sharpe Ratio = 0.1786
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Estimated Market Risk

 1.5
  actual daily
 
 86 %
of total potential
  

Expected Return

 0.27
  actual daily
 
 5 %
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Risk-Adjusted Return

 0.18
  actual daily
 
 12 %
of total potential
  
Based on monthly moving average Best Buy is performing at about 12% 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 Best Buy by adding it to a well-diversified portfolio.

Dividends

Best Buy Co Dividends Analysis
Check Best Buy Co dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
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