Dell Technologies Performance

Dell Technologies Inc -- USA Stock  

USD 74.46  1.54  2.03%

On a scale of 0 to 100 Dell Technologies holds performance score of 16. The firm shows Beta (market volatility) of 0.0038 which denotes to the fact that as returns on market increase, Dell Technologies returns are expected to increase less than the market. However during bear market, the loss on holding Dell Technologies will be expected to be smaller as well.. Although it is vital to follow to Dell Technologies Inc historical returns, it is good to be conservative about what you can actually do with the information regarding equity current trending patterns. The philosophy towards 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 Dell Technologies Inc technical indicators you can presently evaluate if the expected return of 0.3268% will be sustainable into the future. Please utilizes Dell Technologies Inc Downside Deviation, Treynor Ratio as well as the relationship between Treynor Ratio and Expected Short fall to make a quick decision on weather Dell Technologies price patterns will revert.
 Time Horizon     30 Days    Login   to change

Dell Technologies Inc Relative Risk vs. Return Landscape

If you would invest  6,982  in Dell Technologies Inc on February 20, 2018 and sell it today you would earn a total of  530.00  from holding Dell Technologies Inc or generate 7.59% return on investment over 30 days. Dell Technologies Inc is currenly generating 0.3268% of daily expected returns and assumes 1.304% risk (volatility on return distribution) over the 30 days horizon. In different words, 12% of equities are less volatile than Dell Technologies Inc and 94% of traded equity instruments are projected to make higher returns than the company over the 30 days investment horizon.
 Daily Expected Return (%) 
      Risk (%) 
Given the investment horizon of 30 days, Dell Technologies Inc is expected to generate 1.39 times more return on investment than the market. However, the company is 1.39 times more volatile than its market benchmark. It trades about 0.25 of its potential returns per unit of risk. The DOW is currently generating roughly -0.04 per unit of risk.

Dell Technologies Daily Price Distribution

The median price of Dell Technologies for the period between Tue, Feb 20, 2018 and Thu, Mar 22, 2018 is 76.0 with a coefficient of variation of 3.53. The daily time series for the period is distributed with a sample standard deviation of 2.66, arithmetic mean of 75.4, and mean deviation of 2.25. The Stock received some media coverage during the period.

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Dell Technologies Inc are ranked lower than 16 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Dell Technologies Sharpe Ratio = 0.2506
Good Returns
Average Returns
Small ReturnsDVMT
Negative Returns

Estimated Market Risk

  actual daily
 88 %
of total potential

Expected Return

  actual daily
 6 %
of total potential

Risk-Adjusted Return

  actual daily
 16 %
of total potential
Based on monthly moving average Dell Technologies is performing at about 16% 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 Dell Technologies by adding it to a well-diversified portfolio.