Deere Performance

Deere Company -- USA Stock  

USD 128.72  0.03  0.02%

On a scale of 0 to 100 Deere holds performance score of 28. The firm shows Beta (market volatility) of 1.1756 which denotes to the fact that as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Deere will likely underperform.. Although it is vital to follow to Deere Company historical returns, it is good to be conservative about what you can actually do with the information regarding equity current trending patternss. The philosophy in predicting 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 reviewing Deere Company technical indicators you can presently evaluate if the expected return of 0.3231% will be sustainable into the future. Please utilizes Deere Company Information Ratio, Value At Risk and the relationship between Standard Deviation and Treynor Ratio to make a quick decision on weather Deere price patterns will revert.
Investment Horizon     30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  11,989  in Deere Company on September 18, 2017 and sell it today you would earn a total of  915  from holding Deere Company or generate 7.63% return on investment over 30 days. Deere Company is generating 0.3231% of daily returns and assumes 0.7663% volatility on return distribution over the 30 days horizon. Put differently, 7% of equity instruments are less risky than the company on the bases of their historical return distribution and some 94% 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 generate 3.4 times more return on investment than the market. However, the company is 3.4 times more volatile than its market benchmark. It trades about 0.42 of its potential returns per unit of risk. The DOW is currently generating roughly 0.57 per unit of risk.

Deere Daily Price Distribution

The median price of Deere for the period between Mon, Sep 18, 2017 and Wed, Oct 18, 2017 is 127.77 with a coefficient of variation of 1.75. The daily time series for the period is distributed with a sample standard deviation of 2.22, arithmetic mean of 126.42, and mean deviation of 2.05. The Stock received some media coverage during the period.
28 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Deere Company are ranked lower than 28 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Deere Sharpe Ratio = 0.4216
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Estimated Market Risk

 0.77
  actual daily
 
 93 %
of total potential
  

Expected Return

 0.32
  actual daily
 
 6 %
of total potential
  

Risk-Adjusted Return

 0.42
  actual daily
 
 28 %
of total potential
  
Based on monthly moving average Deere is performing at about 28% 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.

Dividends

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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