Deere Performance

Deere Company -- USA Stock  

USD 154.14  3.91  2.47%

Macroaxis gives Deere performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of -0.1517 which denotes to the fact that as returns on market increase, returns on owning Deere are expected to decrease at a much smaller rate. During bear market, Deere is likely to outperform the market.. Even though it is essential to pay attention to Deere Company historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy in predicting 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. Deere Company exposes twenty-eight different technical indicators which can help you to evaluate its performance. Deere Company has expected return of -0.171%. Please be advised to confirm Deere Company Jensen Alpha, Maximum Drawdown and the relationship between Coefficient Of Variation and Sortino Ratio to decide if Deere Company past performance will be repeated at some point in the near future.
 Time Horizon     30 Days    Login   to change

Deere Company Relative Risk vs. Return Landscape

If you would invest  16,477  in Deere Company on February 20, 2018 and sell it today you would lose (672.00)  from holding Deere Company or give up 4.08% of portfolio value over 30 days. Deere Company is generating negative expected returns and assumes 1.9532% volatility on return distribution over the 30 days horizon. Put differently, 18% of equity instruments are less risky than the company on the bases of their historical return distribution and some 99% 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, Deere Company is expected to under-perform the market. In addition to that, the company is 2.08 times more volatile than its market benchmark. It trades about -0.09 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.04 per unit of volatility.

Operating Margin

Deere Company Operating Margin
Based on recorded statements Deere Company has Operating Margin of 16.74%. This is 226.53% lower than that of the Industrial Goods sector, and significantly higher than that of Engines And Heavy Machinery industry, The Operating Margin for all stocks is 253.44% 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.

Deere Daily Price Distribution

The median price of Deere for the period between Tue, Feb 20, 2018 and Thu, Mar 22, 2018 is 161.06 with a coefficient of variation of 2.28. The daily time series for the period is distributed with a sample standard deviation of 3.68, arithmetic mean of 161.31, and mean deviation of 2.94. The Stock received some media coverage during the period.

Risk-Adjusted Performance

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

One Month Efficiency

Deere Sharpe Ratio = -0.0875
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Estimated Market Risk

  actual daily
 82 %
of total potential

Expected Return

  actual daily
 1 %
of total potential

Risk-Adjusted Return

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


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