CCA Industries Performance

CCA Industries Inc -- USA Stock  

USD 3  0.05  1.64%

CCA Industries has performance score of 3 on a scale of 0 to 100. The corporation owns Beta (Systematic Risk) of -1.5106 which signifies that as returns on market increase, returns on owning CCA Industries are expected to decrease by larger amounts. On the other hand, during market turmoil, CCA Industries is expected to significantly outperform it.. Although it is extremely important to respect CCA Industries Inc existing price patterns, it is better to be realistic regarding the information on equity price patterns. The approach to 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 examining CCA Industries Inc technical indicators you can at this time evaluate if the expected return of 0.0979% will be sustainable into the future. CCA Industries Inc at this moment owns a risk of 1.7048%. Please confirm CCA Industries Inc Coefficient Of Variation as well as the relationship between Treynor Ratio and Semi Variance to decide if CCA Industries Inc will be following its current price history.
Investment Horizon     30 Days    Login   to change

CCA Industries Inc Relative Risk vs. Return Landscape

If you would invest  295  in CCA Industries Inc on November 18, 2017 and sell it today you would earn a total of  5  from holding CCA Industries Inc or generate 1.69% return on investment over 30 days. CCA Industries Inc is generating 0.0979% of daily returns assuming volatility of 1.7048% on return distribution over 30 days investment horizon. In other words, 15% of equities are less volatile than the company and above 99% of equities are expected to generate higher returns over the next 30 days.
 Daily Expected Return (%) 
      Risk (%) 
Considering 30-days investment horizon, CCA Industries Inc is expected to generate 2.61 times less return on investment than the market. In addition to that, the company is 3.7 times more volatile than its market benchmark. It trades about 0.06 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.55 per unit of volatility.

CCA Industries Daily Price Distribution

The median price of CCA Industries for the period between Sat, Nov 18, 2017 and Mon, Dec 18, 2017 is 3.0 with a coefficient of variation of 1.44. The daily time series for the period is distributed with a sample standard deviation of 0.04, arithmetic mean of 2.97, and mean deviation of 0.04. The Stock did not receive any noticable media coverage during the period.
3 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in CCA Industries Inc are ranked lower than 3 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

CCA Industries Sharpe Ratio = 0.0574
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Estimated Market Risk

 1.7
  actual daily
 
 85 %
of total potential
  

Expected Return

 0.1
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 1 %
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Risk-Adjusted Return

 0.06
  actual daily
 
 3 %
of total potential
  
Based on monthly moving average CCA Industries is performing at about 3% 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 CCA Industries by adding it to a well-diversified portfolio.