Curtiss Wright Performance

Curtiss Wright Corporation -- USA Stock  

USD 113.58  0.04  0.04%

On a scale of 0 to 100 Curtiss Wright holds performance score of 34. The firm shows Beta (market volatility) of -0.3129 which signifies that as returns on market increase, returns on owning Curtiss Wright are expected to decrease at a much smaller rate. During bear market, Curtiss Wright is likely to outperform the market.. Although it is vital to follow to Curtiss Wright historical returns, it is good to be conservative about what you can actually do with the information regarding 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 Curtiss Wright technical indicators you can presently evaluate if the expected return of 0.4928% will be sustainable into the future. Please makes use of Curtiss Wright Standard Deviation, Maximum Drawdown as well as the relationship between Maximum Drawdown and Expected Short fall to make a quick decision on weather Curtiss Wright price patterns will revert.
Investment Horizon     30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  10,154  in Curtiss Wright Corporation on September 19, 2017 and sell it today you would earn a total of  1,204  from holding Curtiss Wright Corporation or generate 11.86% return on investment over 30 days. Curtiss Wright Corporation is generating 0.4928% of daily returns and assumes 0.9679% volatility on return distribution over the 30 days horizon. Put differently, 9% of equity instruments are less risky than the company on the bases of their historical return distribution and some 91% 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, Curtiss Wright Corporation is expected to generate 4.2 times more return on investment than the market. However, the company is 4.2 times more volatile than its market benchmark. It trades about 0.51 of its potential returns per unit of risk. The DOW is currently generating roughly 0.55 per unit of risk.

Operating Margin

Curtiss Wright Operating Margin
Based on recorded statements Curtiss Wright Corporation has Operating Margin of 14.66%. This is 152.81% lower than that of the Technology sector, and significantly higher than that of High Precision And Instrumentation Products industry, The Operating Margin for all stocks is 234.37% 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.

Curtiss Wright Daily Price Distribution

The median price of Curtiss Wright for the period between Tue, Sep 19, 2017 and Thu, Oct 19, 2017 is 106.36 with a coefficient of variation of 3.67. The daily time series for the period is distributed with a sample standard deviation of 3.95, arithmetic mean of 107.66, and mean deviation of 3.55. The Stock received some media coverage during the period.
34 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Curtiss Wright Corporation are ranked lower than 34 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Curtiss Wright Sharpe Ratio = 0.5092
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Estimated Market Risk

 0.97
  actual daily
 
 91 %
of total potential
  

Expected Return

 0.49
  actual daily
 
 9 %
of total potential
  

Risk-Adjusted Return

 0.51
  actual daily
 
 34 %
of total potential
  
Based on monthly moving average Curtiss Wright is performing at about 34% 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 Curtiss Wright by adding it to a well-diversified portfolio.

Dividends

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