Equity LifeStyle Performance

Equity LifeStyle Properties Inc -- USA Stock  

USD 87.48  0.66  0.76%

Macroaxis gives Equity LifeStyle performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.2372 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.. Even though it is essential to pay attention to Equity LifeStyle Pro historical returns, it is always good to be careful when utilizing equity current trending patternss. 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. Equity LifeStyle Properties Inc exposes twenty-one different technical indicators which can help you to evaluate its performance. Equity LifeStyle Pro has expected return of -0.0286%. Please be advised to confirm Equity LifeStyle Pro Information Ratio, Potential Upside as well as the relationship between Potential Upside and Kurtosis to decide if Equity LifeStyle Pro past performance will be repeated at some point in the near future.
Investment Horizon     30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  8,810  in Equity LifeStyle Properties Inc on September 18, 2017 and sell it today you would lose (62)  from holding Equity LifeStyle Properties Inc or give up 0.7% of portfolio value over 30 days. Equity LifeStyle Properties Inc is generating negative expected returns assuming volatility of 0.6566% on return distribution over 30 days investment horizon. In other words, 6% of equities are less volatile than the company and above 99% 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 under-perform the market. In addition to that, the company is 2.92 times more volatile than its market benchmark. It trades about -0.04 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 Mon, Sep 18, 2017 and Wed, Oct 18, 2017 is 86.82 with a coefficient of variation of 1.33. The daily time series for the period is distributed with a sample standard deviation of 1.15, arithmetic mean of 86.58, and mean deviation of 0.97. The Stock received some media coverage during the period.
0 

Risk-Adjusted Performance

Over the last 30 days Equity LifeStyle Properties Inc has generated negative risk-adjusted returns adding no value to investors with long positions.

One Month Efficiency

Equity LifeStyle Sharpe Ratio = -0.0436
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Estimated Market Risk

 0.66
  actual daily
 
 94 %
of total potential
  

Expected Return

 -0.03
  actual daily
 
 1 %
of total potential
  

Risk-Adjusted Return

 -0.04
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Equity LifeStyle 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 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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