Computer Task Performance

Computer Task Group Incorporated -- USA Stock  

USD 5.34  0.01  0.19%

Computer Task has performance score of 8 on a scale of 0 to 100. The firm shows Beta (market volatility) of -0.2332 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 patternss. 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 0.1323% will be sustainable into the future. Computer Task Group right now shows a risk of 1.0766%. 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

Relative Risk vs. Return Landscape

If you would invest  519  in Computer Task Group Incorporated on September 17, 2017 and sell it today you would earn a total of  14  from holding Computer Task Group Incorporated or generate 2.7% return on investment over 30 days. Computer Task Group Incorporated is generating 0.1323% of daily returns assuming volatility of 1.0766% on return distribution over 30 days investment horizon. In other words, 10% of equities are less volatile than the company and above 98% 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 4.6 times more return on investment than the market. However, the company is 4.6 times more volatile than its market benchmark. It trades about 0.12 of its potential returns per unit of risk. The DOW is currently generating roughly 0.56 per unit of risk.

Computer Task Daily Price Distribution

The median price of Computer Task for the period between Sun, Sep 17, 2017 and Tue, Oct 17, 2017 is 5.31 with a coefficient of variation of 1.45. The daily time series for the period is distributed with a sample standard deviation of 0.08, arithmetic mean of 5.27, and mean deviation of 0.07. The Stock received some media coverage during the period.
8 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Computer Task Group Incorporated are ranked lower than 8 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Computer Task Sharpe Ratio = 0.1229
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Estimated Market Risk

 1.08
  actual daily
 
 90 %
of total potential
  

Expected Return

 0.13
  actual daily
 
 2 %
of total potential
  

Risk-Adjusted Return

 0.12
  actual daily
 
 8 %
of total potential
  
Based on monthly moving average Computer Task is performing at about 8% 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
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