Use Estee Lauder Companies Inc. performance together with your portfolio to protect against small markets fluctuations and to determine Stock optimization strategy that fits your criteria.
If you would invest 6,523 in Estee Lauder Companies Inc. on April 26, 2012 and sell it today you would lose (1,027) from holding Estee Lauder Companies Inc. or give up 15.74% of portfolio value over 30 days. Estee Lauder Companies Inc. is generating negative expected returns and assumes 1.64% volatility on return distribution over the 30 days horizon. Put differently, 27% of equity instruments are less risky than the company on the bases of their historical return distribution and some 99% of equities are expected to be superior in generating returns on investments over the next 30 days.
Daily Expected Return (%)
Risk [Daily Volatility] (%)
Allowing for 30-days total investment horizon, Estee Lauder Companies Inc. is expected to under-perform the market. In addition to that, the company is 2.25 times more volatile than its market benchmark. It trades about -0.46 of its total potential returns per unit of risk. The NYSE is currently generating roughly -0.47 per unit of volatility.
Estee Operating Margin
Based on recorded statements Estee Lauder Companies Inc. has Operating Margin of 14.29%. This is 402.11% lower than that of Consumer Goods sector, and 398.95% lower than that of Personal Products industry, The Operating Margin for all stocks is 378.56% lower than the firm.
A good Operating Margin is required for a company to be able to pay for its fixed costs or pay out its debt which implies that the higher the margin, the better. This ratio is most effective in evaluating the earning potential of a company over time when comparing it against firm's competitors.
Over the last 30 days Estee Lauder Companies Inc. has generated negative risk-adjusted returns adding no value to investors with long positions.
1 Month Effecincy (a.k Sharpe Ratio) ...
-0.46
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EL
Estimated Market Risk
1.64
actual daily
73 %
of total potential
Expected Return
-0.75
actual daily
1 %
of total potential
Risk-Adjusted Return
-0.46
actual daily
1 %
of total potential
Based on monthly moving average Estee 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 Estee by adding it to a well-diversified portfolio.
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