|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.
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 (%)
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.