CA Performance

CA Inc -- USA Stock  

USD 34.85  0.16  0.46%

CA has performance score of 1 on a scale of 0 to 100. The corporation owns Beta (Systematic Risk) of 0.8127 which signifies that as returns on market increase, CA returns are expected to increase less than the market. However during bear market, the loss on holding CA will be expected to be smaller as well.. Although it is extremely important to respect CA Inc existing price patterns, it is better to be realistic regarding the information on equity price patterns. The way in which we are 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 evaluating CA Inc technical indicators you can at this moment evaluate if the expected return of 0.0415% will be sustainable into the future. CA Inc today owns a risk of 1.6267%. Please confirm CA Inc Mean Deviation, Standard Deviation, Treynor Ratio, as well as the relationship between Downside Deviation and Information Ratio to decide if CA Inc will be following its current price history.
 Time Horizon     30 Days    Login   to change

CA Inc Relative Risk vs. Return Landscape

If you would invest  3,475  in CA Inc on January 23, 2018 and sell it today you would earn a total of  22.00  from holding CA Inc or generate 0.63% return on investment over 30 days. CA Inc is generating 0.0415% of daily returns and assumes 1.6267% volatility on return distribution over the 30 days horizon. Put differently, 15% of equity instruments are less risky than the company on the bases of their historical return distribution and some 99% of equities are expected to be superior in generating returns on investments over the next 30 days.
 Daily Expected Return (%) 
      Risk (%) 
Allowing for the 30-days total investment horizon, CA Inc is expected to generate 0.93 times more return on investment than the market. However, the company is 1.08 times less risky than the market. It trades about 0.03 of its potential returns per unit of risk. The DOW is currently generating roughly -0.14 per unit of risk.

Operating Margin

CA Inc Operating Margin
Based on recorded statements CA Inc has Operating Margin of 29.3%. This is 205.55% lower than that of the Technology sector, and significantly higher than that of Search Cloud And Integrated IT Services industry, The Operating Margin for all stocks is 368.56% lower than the firm.
  Margin 
      CA Comparables 
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.

CA Daily Price Distribution

The median price of CA for the period between Tue, Jan 23, 2018 and Thu, Feb 22, 2018 is 34.9 with a coefficient of variation of 2.43. The daily time series for the period is distributed with a sample standard deviation of 0.84, arithmetic mean of 34.71, and mean deviation of 0.66. The Stock received some media coverage during the period.
1 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in CA Inc are ranked lower than 1 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

CA Sharpe Ratio = 0.0255
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Estimated Market Risk

 1.63
  actual daily
 
 85 %
of total potential
  

Expected Return

 0.04
  actual daily
 
 1 %
of total potential
  

Risk-Adjusted Return

 0.03
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average CA is performing at about 1% 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 CA by adding it to a well-diversified portfolio.

Dividends

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