CA Performance

CA -- USA Stock  

USD 37.23  0.04  0.11%

On a scale of 0 to 100 CA holds performance score of 31. The firm shows Beta (market volatility) of 0.0 which signifies that the returns on MARKET and CA are completely uncorrelated. Although it is extremely important to respect CA historical returns, it is better to be realistic regarding the information on equity current trending patterns. 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 CA technical indicators you can presently evaluate if the expected return of 0.2448% will be sustainable into the future. Please makes use of CA Downside Deviation, Total Risk Alpha, Value At Risk, as well as the relationship between Standard Deviation and Treynor Ratio to make a quick decision on weather CA price patterns will revert.
 Time Horizon     30 Days    Login   to change

CA Relative Risk vs. Return Landscape

If you would invest  3,550  in CA on May 19, 2018 and sell it today you would earn a total of  177.00  from holding CA or generate 4.99% return on investment over 30 days. CA is generating 0.2448% of daily returns and assumes 0.5117% volatility on return distribution over the 30 days horizon. Put differently, 4% of equity instruments are less risky than the company on the bases of their historical return distribution and some 96% 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 is expected to generate 0.84 times more return on investment than the market. However, the company is 1.19 times less risky than the market. It trades about 0.48 of its potential returns per unit of risk. The DOW is currently generating roughly 0.09 per unit of risk.

CA Market Risk Analysis

Sharpe Ratio = 0.4784
Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small ReturnsCA
CashSmall
Risk
Average
Risk
High
Risk
Huge
Risk
Negative Returns

CA Relative Performance Indicators

Estimated Market Risk
 0.51
  actual daily
 
 96 %
of total potential
  
Expected Return
 0.24
  actual daily
 
 4 %
of total potential
  
Risk-Adjusted Return
 0.48
  actual daily
 
 31 %
of total potential
  
Based on monthly moving average CA is performing at about 31% 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.

Performance Rating

CA Risk Adjusted Performance Analysis
31 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in CA are ranked lower than 31 (%) of all global equities and portfolios over the last 30 days.

CA Alerts

Equity Alerts and Improvement Suggestions
CA has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its debt commitments
About 71.0% of the company shares are held by institutions such as insurance companies
On May 16, 2018 CA paid $ 0.255 per share dividend to its current shareholders
Latest headline from kutv.com: MormonLeaks LDS Church owns at least 32B in US stock market

Dividends

CA Dividends Analysis
Check CA dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
Check Dividends  
Check also Trending Equities. Please also try Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.