International Business Performance

International Business Machines Corporation -- USA Stock  

USD 168.65  6.28  3.87%

On a scale of 0 to 100 International Business holds performance score of 17. The company retains Market Volatility (i.e. Beta) of 0.6948 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 vital to follow to International Business current price history, it is good to be conservative about what you can actually do with the information regarding 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 0.375% will be sustainable into the future. Please utilizes International Business Information Ratio, Value At Risk as well as the relationship between Value At Risk and Expected Short fall to make a quick decision on weather International Business Machines Corporation current trending patterns will revert.
 Time Horizon     30 Days    Login   to change

International Business Relative Risk vs. Return Landscape

If you would invest  15,150  in International Business Machines Corporation on December 21, 2017 and sell it today you would earn a total of  1,087  from holding International Business Machines Corporation or generate 7.17% return on investment over 30 days. International Business Machines Corporation is generating 0.375% of daily returns assuming volatility of 1.4183% on return distribution over 30 days investment horizon. In other words, 13% of equities are less volatile than the company and above 93% 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 generate 3.05 times more return on investment than the market. However, the company is 3.05 times more volatile than its market benchmark. It trades about 0.26 of its potential returns per unit of risk. The DOW is currently generating roughly 0.55 per unit of risk.

International Business Daily Price Distribution

The median price of International Business for the period between Thu, Dec 21, 2017 and Sat, Jan 20, 2018 is 161.7 with a coefficient of variation of 3.67. The daily time series for the period is distributed with a sample standard deviation of 5.84, arithmetic mean of 158.94, and mean deviation of 5.33. The Stock received some media coverage during the period.
17 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in International Business Machines Corporation are ranked lower than 17 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

International Business Sharpe Ratio = 0.2644
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Estimated Market Risk

 1.42
  actual daily
 
 87 %
of total potential
  

Expected Return

 0.38
  actual daily
 
 7 %
of total potential
  

Risk-Adjusted Return

 0.26
  actual daily
 
 17 %
of total potential
  
Based on monthly moving average International Business is performing at about 17% 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.

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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