CVS Health Performance

CVS Health Corporation -- USA Stock  

USD 74.63  0.53  0.72%

Macroaxis gives CVS Health performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of -1.4418 which signifies that as returns on market increase, returns on owning CVS Health are expected to decrease by larger amounts. On the other hand, during market turmoil, CVS Health is expected to significantly outperform it.. Even though it is essential to pay attention to CVS Health historical returns, it is always good to be careful when utilizing equity current trending patternss. Macroaxis approach towards foreseeing future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. CVS Health Corporation exposes twenty-one different technical indicators which can help you to evaluate its performance. CVS Health has expected return of -0.328%. Please be advised to confirm CVS Health Variance, Value At Risk as well as the relationship between Value At Risk and Skewness to decide if CVS Health past performance will be repeated at future time.
Investment Horizon     30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  8,070  in CVS Health Corporation on September 20, 2017 and sell it today you would lose (607)  from holding CVS Health Corporation or give up 7.52% of portfolio value over 30 days. CVS Health Corporation is generating negative expected returns assuming volatility of 1.5341% on return distribution over 30 days investment horizon. In other words, 14% 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, CVS Health Corporation is expected to under-perform the market. In addition to that, the company is 6.51 times more volatile than its market benchmark. It trades about -0.21 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.52 per unit of volatility.

Operating Margin

CVS Health Operating Margin
Based on recorded statements CVS Health Corporation has Operating Margin of 5.62%. This is 117.09% lower than that of the Healthcare sector, and significantly higher than that of Healthcare Services industry, The Operating Margin for all stocks is 151.51% lower than the firm.
A good Operating Margin is required for a company to be able to pay for its fixed costs or pay out its debt which implies that the higher the margin, the better. This ratio is most effective in evaluating the earning potential of a company over time when comparing it against firm's competitors.

CVS Health Daily Price Distribution

The median price of CVS Health for the period between Wed, Sep 20, 2017 and Fri, Oct 20, 2017 is 79.63 with a coefficient of variation of 4.64. The daily time series for the period is distributed with a sample standard deviation of 3.61, arithmetic mean of 77.71, and mean deviation of 3.37. The Stock received some media coverage during the period.
0 

Risk-Adjusted Performance

Over the last 30 days CVS Health Corporation has generated negative risk-adjusted returns adding no value to investors with long positions.

One Month Efficiency

CVS Health Sharpe Ratio = -0.2138
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Estimated Market Risk

 1.53
  actual daily
 
 86 %
of total potential
  

Expected Return

 -0.33
  actual daily
 
 1 %
of total potential
  

Risk-Adjusted Return

 -0.21
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average CVS Health 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 CVS Health by adding it to a well-diversified portfolio.

Dividends

CVS Health Dividends Analysis
Check CVS Health dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
Check Dividends