|Deere Company -- USA Stock|| |
USD 149.44 2.51 1.65%
On a scale of 0 to 100 Deere holds performance score of 30. The firm shows Beta (market volatility) of 0.4207 which denotes to the fact that as returns on market increase, Deere returns are expected to increase less than the market. However during bear market, the loss on holding Deere will be expected to be smaller as well.. 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 patterns. 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
. We have found twenty technical indicators
for Deere Company which you can use to evaluate performance of the firm. 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
Deere Company Relative Risk vs. Return Landscape
If you would invest 13,227
in Deere Company on November 15, 2017
and sell it today you would earn a total of 1,717
from holding Deere Company or generate 12.98%
return on investment over 30
days. Deere Company is generating 0.5633% of daily returns and assumes 1.2215% volatility on return distribution over the 30 days horizon. Put differently, 11% of equity instruments are less risky than the company on the bases of their historical return distribution and some 90% of equities are expected to be superior in generating returns on investments over the next 30 days.
Daily Expected Return (%)
Allowing for the 30-days total investment horizon, Deere Company is expected to generate 2.59 times more return on investment than the market. However, the company is 2.59 times more volatile than its market benchmark. It trades about 0.46 of its potential returns per unit of risk. The DOW is currently generating roughly 0.5 per unit of risk.
Deere Daily Price Distribution
The median price of Deere for the period between Wed, Nov 15, 2017 and Fri, Dec 15, 2017 is 149.44 with a coefficient of variation of 4.72. The daily time series for the period is distributed with a sample standard deviation of 6.88, arithmetic mean of 145.75, and mean deviation of 5.78. The Stock received some media coverage during the period.