Disney Performance

The Walt Disney Company -- USA Stock  

USD 98.75  0.32  0.33%

Macroaxis gives Disney performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.7442 which denotes to the fact that as returns on market increase, Disney returns are expected to increase less than the market. However during bear market, the loss on holding Disney will be expected to be smaller as well.. Even though it is essential to pay attention to The Walt Disney historical returns, it is always good to be careful when utilizing equity current trending patternss. 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. The Walt Disney Company exposes twenty-eight different technical indicators which can help you to evaluate its performance. The Walt Disney has expected return of -0.1179%. Please be advised to confirm The Walt Disney Maximum Drawdown, and the relationship between Information Ratio and Expected Short fall to decide if The Walt Disney past performance will be repeated at some point in the near future.
Investment Horizon     30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  10,117  in The Walt Disney Company on August 21, 2017 and sell it today you would lose (274.00)  from holding The Walt Disney Company or give up 2.71% of portfolio value over 30 days. The Walt Disney Company is generating negative expected returns assuming volatility of 1.1877% on return distribution over 30 days investment horizon. In other words, 11% of equities are less volatile than the company and above 99% of equities are expected to generate higher returns over the next 30 days.
 Daily Expected Return (%) 
      Risk (%) 
Considering 30-days investment horizon, The Walt Disney Company is expected to under-perform the market. In addition to that, the company is 2.75 times more volatile than its market benchmark. It trades about -0.1 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.34 per unit of volatility.

Disney Daily Price Distribution

The median price of Disney for the period between Mon, Aug 21, 2017 and Wed, Sep 20, 2017 is 101.2 with a coefficient of variation of 2.1. The daily time series for the period is distributed with a sample standard deviation of 2.1, arithmetic mean of 100.22, and mean deviation of 1.91. The Stock did not receive any noticable media coverage during the period.

Risk-Adjusted Performance

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

One Month Efficiency

Disney Sharpe Ratio = -0.0992
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Estimated Market Risk

  actual daily
 89 %
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 Disney 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 Disney by adding it to a well-diversified portfolio.


The Walt Disney Dividends Analysis
Check The Walt Disney dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
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