Dell Technologies Performance

Dell Technologies Inc Class V -- USA Stock  

USD 80.42  0.66  0.83%

Dell Technologies has performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.5691 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 extremely important to respect Dell Technologies C historical returns, it is better to be realistic regarding the information on 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 C technical indicators you can presently evaluate if the expected return of 0.0316% will be sustainable into the future. Dell Technologies C right now shows a risk of 2.1704%. Please confirm Dell Technologies C Treynor Ratio as well as the relationship between Expected Short fall and Day Median Price to decide if Dell Technologies C will be following its price patterns.
Investment Horizon     30 Days    Login   to change

Dell Technologies C Relative Risk vs. Return Landscape

If you would invest  8,027  in Dell Technologies Inc Class V on November 15, 2017 and sell it today you would earn a total of  15  from holding Dell Technologies Inc Class V or generate 0.19% return on investment over 30 days. Dell Technologies Inc Class V is currenly generating 0.0316% of daily expected returns and assumes 2.1704% risk (volatility on return distribution) over the 30 days horizon. In different words, 20% of equities are less volatile than Dell Technologies Inc Class V and 99% 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 Class V is expected to generate 7.49 times less return on investment than the market. In addition to that, the company is 4.6 times more volatile than its market benchmark. It trades about 0.01 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.5 per unit of volatility.

Dell Technologies Daily Price Distribution

The median price of Dell Technologies for the period between Wed, Nov 15, 2017 and Fri, Dec 15, 2017 is 80.19 with a coefficient of variation of 3.14. The daily time series for the period is distributed with a sample standard deviation of 2.49, arithmetic mean of 79.39, and mean deviation of 2.01. The Stock received some media coverage during the period.
0 

Risk-Adjusted Performance

Over the last 30 days Dell Technologies Inc Class V has generated negative risk-adjusted returns adding no value to investors with long positions.

One Month Efficiency

Dell Technologies Sharpe Ratio = 0.0146
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Estimated Market Risk

 2.17
  actual daily
 
 80 %
of total potential
  

Expected Return

 0.03
  actual daily
 
 1 %
of total potential
  

Risk-Adjusted Return

 0.01
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Dell Technologies 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 Dell Technologies by adding it to a well-diversified portfolio.