Gartner Performance

Gartner Inc -- USA Stock  

USD 122.18  1.77  1.43%

Macroaxis gives Gartner performance score of 0 on a scale of 0 to 100. The company retains Market Volatility (i.e. Beta) of 0.2066 which attests that as returns on market increase, Gartner returns are expected to increase less than the market. However during bear market, the loss on holding Gartner will be expected to be smaller as well.. Even though it is essential to pay attention to Gartner Inc 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. Gartner Inc exposes twenty-one different technical indicators which can help you to evaluate its performance. Gartner Inc has expected return of -0.0141%. Please be advised to check out Gartner Variance, Value At Risk as well as the relationship between Value At Risk and Skewness to decide if Gartner Inc 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  12,263  in Gartner Inc on September 18, 2017 and sell it today you would lose (45)  from holding Gartner Inc or give up 0.37% of portfolio value over 30 days. Gartner Inc is generating negative expected returns and assumes 0.6298% volatility on return distribution over the 30 days horizon. Put differently, 5% of equity instruments are less risky than the company on the bases of their historical return distribution and some 99% of equities are expected to be superior in generating returns on investments over the next 30 days.
 Daily Expected Return (%) 
      Risk (%) 
Allowing for the 30-days total investment horizon, Gartner Inc is expected to under-perform the market. In addition to that, the company is 2.8 times more volatile than its market benchmark. It trades about -0.02 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.57 per unit of volatility.

Gartner Daily Price Distribution

The median price of Gartner for the period between Mon, Sep 18, 2017 and Wed, Oct 18, 2017 is 123.7 with a coefficient of variation of 0.57. The daily time series for the period is distributed with a sample standard deviation of 0.7, arithmetic mean of 123.61, and mean deviation of 0.56. The Stock received some media coverage during the period.
0 

Risk-Adjusted Performance

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

One Month Efficiency

Gartner Sharpe Ratio = -0.0224
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Estimated Market Risk

 0.63
  actual daily
 
 95 %
of total potential
  

Expected Return

 -0.01
  actual daily
 
 1 %
of total potential
  

Risk-Adjusted Return

 -0.02
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Gartner 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 Gartner by adding it to a well-diversified portfolio.