Disney Performance

Macroaxis gives Disney performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of -0.2436 which denotes to the fact that as returns on market increase, returns on owning Disney are expected to decrease at a much smaller rate. During bear market, Disney is likely to outperform the market.. 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 trading 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. 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 -0.2616%. 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  11,370  in The Walt Disney Company on April 22, 2017 and sell it today you would lose (618.00)  from holding The Walt Disney Company or give up 5.44% of portfolio value over 30 days. The Walt Disney Company is generating negative expected returns assuming volatility of 0.9319% on return distribution over 30 days investment horizon. In other words, 9% 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 (%) 

Operating Margin

The Walt Disney Operating Margin
Based on recorded statements The Walt Disney Company has Operating Margin of 25.99%. This is much higher than that of the Consumer sector, and significantly higher than that of Entertainment And Broadcasting industry, The Operating Margin for all stocks is over 1000% 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.

Disney Daily Price Distribution

The median price of Disney for the period between Sat, Apr 22, 2017 and Mon, May 22, 2017 is 111.99 with a coefficient of variation of 2.78. The daily time series for the period is distributed with a sample standard deviation of 3.1, arithmetic mean of 111.78, and mean deviation of 2.62. The Stock received some media coverage during the period.
0 

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 = -0.2807
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Estimated Market Risk

 0.93
  actual daily
 
 91 %
of total potential
  

Expected Return

 -0.26
  actual daily
 
 1 %
of total potential
  

Risk-Adjusted Return

 -0.28
  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.

Dividends

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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