Curtiss Wright Performance

Curtiss Wright Corporation -- USA Stock  

USD 123.14  0.83  0.68%

Curtiss Wright has performance score of 10 on a scale of 0 to 100. The firm shows Beta (market volatility) of 1.0287 which signifies that Curtiss Wright returns are very sensitive to returns on the market. as market goes up or down, Curtiss Wright is expected to follow.. Although it is extremely important to respect Curtiss Wright 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 Curtiss Wright technical indicators you can presently evaluate if the expected return of 0.1666% will be sustainable into the future. Curtiss Wright right now shows a risk of 1.0132%. Please confirm Curtiss Wright Standard Deviation, Maximum Drawdown as well as the relationship between Maximum Drawdown and Expected Short fall to decide if Curtiss Wright will be following its price patterns.
Investment Horizon     30 Days    Login   to change

Curtiss Wright Relative Risk vs. Return Landscape

If you would invest  11,823  in Curtiss Wright Corporation on November 10, 2017 and sell it today you would earn a total of  408  from holding Curtiss Wright Corporation or generate 3.45% return on investment over 30 days. Curtiss Wright Corporation is generating 0.1666% of daily returns and assumes 1.0132% 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 97% 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 1.09 times less return on investment than the market. In addition to that, the company is 2.01 times more volatile than its market benchmark. It trades about 0.16 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.36 per unit of volatility.

Operating Margin

Curtiss Wright Operating Margin
Based on recorded statements Curtiss Wright Corporation has Operating Margin of 15.16%. This is 154.61% 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 238.96% 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 Fri, Nov 10, 2017 and Sun, Dec 10, 2017 is 121.06 with a coefficient of variation of 1.73. The daily time series for the period is distributed with a sample standard deviation of 2.09, arithmetic mean of 120.85, and mean deviation of 1.78. The Stock received some media coverage during the period.
10 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Curtiss Wright Corporation are ranked lower than 10 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Curtiss Wright Sharpe Ratio = 0.1644
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Estimated Market Risk

 1.01
  actual daily
 
 91 %
of total potential
  

Expected Return

 0.17
  actual daily
 
 3 %
of total potential
  

Risk-Adjusted Return

 0.16
  actual daily
 
 10 %
of total potential
  
Based on monthly moving average Curtiss Wright is performing at about 10% 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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