Dell Technologies Performance

Dell Technologies Inc Class V -- USA Stock  

USD 79.76  1.23  1.52%

Macroaxis gives Dell Technologies performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.4897 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.. Even though it is essential to pay attention to Dell Technologies C historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy towards 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. Dell Technologies Inc Class V exposes twenty-one different technical indicators which can help you to evaluate its performance. Dell Technologies C has expected return of -0.0054%. Please be advised to confirm Dell Technologies C Downside Deviation, Treynor Ratio as well as the relationship between Treynor Ratio and Expected Short fall to decide if Dell Technologies C past performance will be repeated at some point in the near future.
Investment Horizon     30 Days    Login   to change

Dell Technologies C Relative Risk vs. Return Landscape

If you would invest  8,149  in Dell Technologies Inc Class V on November 17, 2017 and sell it today you would lose (50)  from holding Dell Technologies Inc Class V or give up 0.61% of portfolio value over 30 days. Dell Technologies Inc Class V is currenly does not generate positive expected returns and assumes 2.281% risk (volatility on return distribution) over the 30 days horizon. In different words, 21% 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 under-perform the market. In addition to that, the company is 5.08 times more volatile than its market benchmark. It trades about 0.0 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.57 per unit of volatility.

Dell Technologies Daily Price Distribution

The median price of Dell Technologies for the period between Fri, Nov 17, 2017 and Sun, Dec 17, 2017 is 80.19 with a coefficient of variation of 3.11. The daily time series for the period is distributed with a sample standard deviation of 2.47, arithmetic mean of 79.36, and mean deviation of 2.0. 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 = -0.0024
Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small Returns
CashSmall
Risk
Average
Risk
High
Risk
Huge
Risk
Negative ReturnsDVMT

Estimated Market Risk

 2.28
  actual daily
 
 79 %
of total potential
  

Expected Return

 -0.01
  actual daily
 
 1 %
of total potential
  

Risk-Adjusted Return

 0.0
  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.