International Business Performance

IBM -- USA Stock  

USD 119.34  4.57  3.69%

Macroaxis gives International Business performance score of 0 on a scale of 0 to 100. The company retains Market Volatility (i.e. Beta) of 0.8085 which attests that as returns on market increase, International Business returns are expected to increase less than the market. However during bear market, the loss on holding International Business will be expected to be smaller as well.. Even though it is essential to pay attention to International Business current price history, it is always good to be careful when utilizing equity current price movements. Macroaxis philosophy towards determining 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. International Business exposes twenty-one different technical indicators which can help you to evaluate its performance. International Business has expected return of -0.3967%. Please be advised to check out International Business Information Ratio, Value At Risk as well as the relationship between Value At Risk and Expected Short fall to decide if International Business past performance will be repeated at some point in the near future.
Horizon     30 Days    Login   to change

International Business Relative Risk vs. Return Landscape

If you would invest  14,269  in International Business Machines Corporation on November 9, 2018 and sell it today you would lose (2,335)  from holding International Business Machines Corporation or give up 16.36% of portfolio value over 30 days. International Business Machines Corporation is generating negative expected returns assuming volatility of 2.372% on return distribution over 30 days investment horizon. In other words, 21% 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, International Business Machines Corporation is expected to under-perform the market. In addition to that, the company is 1.79 times more volatile than its market benchmark. It trades about -0.17 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.08 per unit of volatility.

International Business Market Risk Analysis

Sharpe Ratio = -0.1672
Good Returns
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Negative ReturnsIBM

International Business Relative Performance Indicators

Estimated Market Risk
  actual daily
 21 %
of total potential
Expected Return
  actual daily
 0 %
of total potential
Risk-Adjusted Return
  actual daily
 0 %
of total potential
Based on monthly moving average International Business 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 International Business by adding it to a well-diversified portfolio.

International Business Performance Rating

International Business Machines Corporation Risk Adjusted Performance Analysis


Risk-Adjusted Performance

Over the last 30 days International Business Machines Corporation has generated negative risk-adjusted returns adding no value to investors with long positions.

International Business Alerts

Equity Alerts and Improvement Suggestions

International Business generates negative expected return over the last 30 days
International Business has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial commitments
About 59.0% of the company shares are owned by institutional investors

International Business Performance Indicators

International Business Basic Price Performance Measures

Quick Ratio1.13
Fifty Two Week Low114.09
Target High Price200.00
Payout Ratio98.08%
Fifty Two Week High171.13
Target Low Price125.00
Trailing Annual Dividend Yield5.05%

International Business Dividends

International Business Dividends Analysis

Check International Business dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
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Please also check Risk vs Return Analysis. Please also try Watchlist Optimization module to optimize watchlists to build efficient portfolio or rebalance existing positions based on mean-variance optimization algorithm.