|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
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 (%)
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.