|International Business Machines Corporation -- USA Stock|| |
USD 154 0.09 0.0585%
International Business has performance score of 13 on a scale of 0 to 100. The company retains Market Volatility (i.e. Beta) of 0.7572 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.. Although it is extremely important to respect International Business
current price history, it is better to be realistic regarding the information on equity current price movements. The philosophy towards determining 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 evaluating International Business technical indicators
you can presently evaluate if the expected return of 0.1565% will be sustainable into the future. International Business
right now retains a risk of 0.7876%. Please 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 will be following its current trending patterns.
International Business Relative Risk vs. Return Landscape
If you would invest 14,889
in International Business Machines Corporation on November 14, 2017
and sell it today you would earn a total of 511
from holding International Business Machines Corporation or generate 3.43%
return on investment over 30
days. International Business Machines Corporation is generating 0.1565% of daily returns assuming volatility of 0.7876% on return distribution over 30 days investment horizon. In other words, 7% 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, International Business Machines Corporation is expected to generate 1.34 times less return on investment than the market. In addition to that, the company is 1.57 times more volatile than its market benchmark. It trades about 0.2 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.42 per unit of volatility.
International Business Daily Price Distribution
The median price of International Business for the period between Tue, Nov 14, 2017 and Thu, Dec 14, 2017 is 153.57 with a coefficient of variation of 1.7. The daily time series for the period is distributed with a sample standard deviation of 2.6, arithmetic mean of 152.78, and mean deviation of 2.11. The Stock received some media coverage during the period.