CA Performance

CA Inc -- USA Stock  

USD 33.71  0.17  0.5%

CA has performance score of 10 on a scale of 0 to 100. The corporation owns Beta (Systematic Risk) of 0.0598 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 0.1049% will be sustainable into the future. CA Inc today owns a risk of 0.66%. Please confirm CA Inc Information Ratio, Treynor Ratio and the relationship between Downside Deviation and Total Risk Alpha to decide if CA Inc will be following its current price history.
Investment Horizon     30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  3,299  in CA Inc on September 17, 2017 and sell it today you would earn a total of  72  from holding CA Inc or generate 2.18% return on investment over 30 days. CA Inc is generating 0.1049% of daily returns and assumes 0.66% volatility on return distribution over the 30 days horizon. Put differently, 6% of equity instruments are less risky than the company on the bases of their historical return distribution and some 98% 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 1.26 times less return on investment than the market. In addition to that, the company is 2.82 times more volatile than its market benchmark. It trades about 0.16 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.56 per unit of volatility.

CA Daily Price Distribution

The median price of CA for the period between Sun, Sep 17, 2017 and Tue, Oct 17, 2017 is 33.57 with a coefficient of variation of 1.38. The daily time series for the period is distributed with a sample standard deviation of 0.46, arithmetic mean of 33.34, and mean deviation of 0.39. The Stock received some media coverage during the period.
10 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in CA Inc are ranked lower than 10 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

CA Sharpe Ratio = 0.159
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Estimated Market Risk

 0.66
  actual daily
 
 94 %
of total potential
  

Expected Return

 0.1
  actual daily
 
 1 %
of total potential
  

Risk-Adjusted Return

 0.16
  actual daily
 
 10 %
of total potential
  
Based on monthly moving average CA is performing at about 10% 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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