DXP Enterprises Performance

DXP Enterprises Inc -- USA Stock  

USD 27.59  0.54  1.92%

On a scale of 0 to 100 DXP Enterprises holds performance score of 12. The firm shows Beta (market volatility) of 1.8749 which denotes to the fact that as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, DXP Enterprises will likely underperform.. Although it is vital to follow to DXP Enterprises 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 in 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 evaluating DXP Enterprises Inc technical indicators you can now evaluate if the expected return of 0.4635% will be sustainable into the future. Please utilizes DXP Enterprises Inc Treynor Ratio as well as the relationship between Downside Variance and Kurtosis to make a quick decision on weather DXP Enterprises price patterns will revert.
Investment Horizon     30 Days    Login   to change

DXP Enterprises Inc Relative Risk vs. Return Landscape

If you would invest  2,579  in DXP Enterprises Inc on November 17, 2017 and sell it today you would earn a total of  234  from holding DXP Enterprises Inc or generate 9.07% return on investment over 30 days. DXP Enterprises Inc is currenly generating 0.4635% of daily expected returns and assumes 2.4533% risk (volatility on return distribution) over the 30 days horizon. In different words, 22% of equities are less volatile than DXP Enterprises Inc and 92% 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, DXP Enterprises Inc is expected to generate 5.46 times more return on investment than the market. However, the company is 5.46 times more volatile than its market benchmark. It trades about 0.19 of its potential returns per unit of risk. The DOW is currently generating roughly 0.57 per unit of risk.

DXP Enterprises Daily Price Distribution

The median price of DXP Enterprises for the period between Fri, Nov 17, 2017 and Sun, Dec 17, 2017 is 27.08 with a coefficient of variation of 4.09. The daily time series for the period is distributed with a sample standard deviation of 1.11, arithmetic mean of 27.04, and mean deviation of 0.91. The Stock received some media coverage during the period.
12 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in DXP Enterprises Inc are ranked lower than 12 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

DXP Enterprises Sharpe Ratio = 0.189
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Estimated Market Risk

 2.45
  actual daily
 
 78 %
of total potential
  

Expected Return

 0.46
  actual daily
 
 8 %
of total potential
  

Risk-Adjusted Return

 0.19
  actual daily
 
 12 %
of total potential
  
Based on monthly moving average DXP Enterprises is performing at about 12% 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 DXP Enterprises by adding it to a well-diversified portfolio.