|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
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 (%)
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.