Computer Task Performance

Computer Task Group Incorporated -- USA Stock  

USD 5.05  0.05  1%

Computer Task has performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of -0.17 which signifies that as returns on market increase, returns on owning Computer Task are expected to decrease at a much smaller rate. During bear market, Computer Task is likely to outperform the market.. Although it is extremely important to respect Computer Task Group historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy towards 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 Computer Task Group technical indicators you can presently evaluate if the expected return of 0.0197% will be sustainable into the future. Computer Task Group right now shows a risk of 1.4858%. Please confirm Computer Task Group Information Ratio as well as the relationship between Value At Risk and Expected Short fall to decide if Computer Task Group will be following its price patterns.
Investment Horizon     30 Days    Login   to change

Computer Task Group Relative Risk vs. Return Landscape

If you would invest  505  in Computer Task Group Incorporated on November 13, 2017 and sell it today you would earn a total of  1  from holding Computer Task Group Incorporated or generate 0.2% return on investment over 30 days. Computer Task Group Incorporated is generating 0.0197% of daily returns assuming volatility of 1.4858% on return distribution over 30 days investment horizon. In other words, 13% 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, Computer Task Group Incorporated is expected to generate 11.08 times less return on investment than the market. In addition to that, the company is 3.0 times more volatile than its market benchmark. It trades about 0.01 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.44 per unit of volatility.

Computer Task Daily Price Distribution

The median price of Computer Task for the period between Mon, Nov 13, 2017 and Wed, Dec 13, 2017 is 5.19 with a coefficient of variation of 1.63. The daily time series for the period is distributed with a sample standard deviation of 0.08, arithmetic mean of 5.15, and mean deviation of 0.07. The Stock received some media coverage during the period.
0 

Risk-Adjusted Performance

Over the last 30 days Computer Task Group Incorporated has generated negative risk-adjusted returns adding no value to investors with long positions.

One Month Efficiency

Computer Task Sharpe Ratio = 0.0132
Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small Returns
CashSmall
Risk
Average
Risk
High
Risk
Huge
Risk
Negative ReturnsCTG

Estimated Market Risk

 1.49
  actual daily
 
 87 %
of total potential
  

Expected Return

 0.02
  actual daily
 
 1 %
of total potential
  

Risk-Adjusted Return

 0.01
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Computer Task is performing at about 0% 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 Computer Task by adding it to a well-diversified portfolio.

Dividends

Computer Task Group Dividends Analysis
Check Computer Task Group dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
Check Dividends