Equity LifeStyle Performance

Equity LifeStyle Properties Inc -- USA Stock  

USD 91.43  0.5  0.55%

Equity LifeStyle has performance score of 13 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.8496 which denotes to the fact that as returns on market increase, Equity LifeStyle returns are expected to increase less than the market. However during bear market, the loss on holding Equity LifeStyle will be expected to be smaller as well.. Although it is extremely important to respect Equity LifeStyle Pro 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 Equity LifeStyle Pro technical indicators you can presently evaluate if the expected return of 0.1258% will be sustainable into the future. Equity LifeStyle Pro right now shows a risk of 0.6021%. Please confirm Equity LifeStyle Pro Information Ratio, Potential Upside as well as the relationship between Potential Upside and Kurtosis to decide if Equity LifeStyle Pro will be following its price patterns.
Investment Horizon     30 Days    Login   to change

Equity LifeStyle Pro Relative Risk vs. Return Landscape

If you would invest  8,908  in Equity LifeStyle Properties Inc on November 17, 2017 and sell it today you would earn a total of  235  from holding Equity LifeStyle Properties Inc or generate 2.64% return on investment over 30 days. Equity LifeStyle Properties Inc is generating 0.1258% of daily returns assuming volatility of 0.6021% on return distribution over 30 days investment horizon. In other words, 5% of equities are less volatile than the company and above 98% of equities are expected to generate higher returns over the next 30 days.
 Daily Expected Return (%) 
      Risk (%) 
Considering 30-days investment horizon, Equity LifeStyle Properties Inc is expected to generate 2.05 times less return on investment than the market. In addition to that, the company is 1.34 times more volatile than its market benchmark. It trades about 0.21 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.57 per unit of volatility.

Equity LifeStyle Daily Price Distribution

The median price of Equity LifeStyle for the period between Fri, Nov 17, 2017 and Sun, Dec 17, 2017 is 90.43 with a coefficient of variation of 0.86. The daily time series for the period is distributed with a sample standard deviation of 0.78, arithmetic mean of 90.44, and mean deviation of 0.65. The Stock did not receive any noticable media coverage during the period.
13 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Equity LifeStyle Properties Inc are ranked lower than 13 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Equity LifeStyle Sharpe Ratio = 0.2089
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Estimated Market Risk

 0.6
  actual daily
 
 95 %
of total potential
  

Expected Return

 0.13
  actual daily
 
 2 %
of total potential
  

Risk-Adjusted Return

 0.21
  actual daily
 
 13 %
of total potential
  
Based on monthly moving average Equity LifeStyle is performing at about 13% 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 Equity LifeStyle by adding it to a well-diversified portfolio.

Dividends

Equity LifeStyle Pro Dividends Analysis
Check Equity LifeStyle Pro dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
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