Dell Technologies Performance

Dell Technologies Inc Class V -- USA Stock  

USD 81.64  0.29  0.36%

On a scale of 0 to 100 Dell Technologies holds performance score of 31. The firm shows Beta (market volatility) of 0.4785 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 C historical returns, it is good to be conservative about what you can actually do with the information regarding equity current trending patternss. 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 0.2659% will be sustainable into the future. Please utilizes Dell Technologies C 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.
Investment Horizon     30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  7,683  in Dell Technologies Inc Class V on September 20, 2017 and sell it today you would earn a total of  481  from holding Dell Technologies Inc Class V or generate 6.26% return on investment over 30 days. Dell Technologies Inc Class V is currenly generating 0.2659% of daily expected returns and assumes 0.5707% risk (volatility on return distribution) over the 30 days horizon. In different words, 5% of equities are less volatile than Dell Technologies Inc Class V and 95% 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 2.42 times more return on investment than the market. However, the company is 2.42 times more volatile than its market benchmark. It trades about 0.47 of its potential returns per unit of risk. The DOW is currently generating roughly 0.52 per unit of risk.

Dell Technologies Daily Price Distribution

The median price of Dell Technologies for the period between Wed, Sep 20, 2017 and Fri, Oct 20, 2017 is 79.04 with a coefficient of variation of 2.28. The daily time series for the period is distributed with a sample standard deviation of 1.79, arithmetic mean of 78.65, and mean deviation of 1.52. The Stock received some media coverage during the period.
31 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Dell Technologies Inc Class V are ranked lower than 31 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Dell Technologies Sharpe Ratio = 0.4659
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Estimated Market Risk

 0.57
  actual daily
 
 95 %
of total potential
  

Expected Return

 0.27
  actual daily
 
 5 %
of total potential
  

Risk-Adjusted Return

 0.47
  actual daily
 
 31 %
of total potential
  
Based on monthly moving average Dell Technologies is performing at about 31% 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.