Gartner Performance

Gartner Inc -- USA Stock  

USD 122.51  2.46  2.05%

On a scale of 0 to 100 Gartner holds performance score of 12. The company retains Market Volatility (i.e. Beta) of 1.4963 which attests that as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Gartner will likely underperform.. Although it is extremely important to respect Gartner Inc 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 Gartner Inc technical indicators you can presently evaluate if the expected return of 0.2029% will be sustainable into the future. Please utilizes Gartner Variance, Value At Risk as well as the relationship between Value At Risk and Skewness to make a quick decision on weather Gartner Inc current trending patterns will revert.
Investment Horizon     30 Days    Login   to change

Gartner Inc Relative Risk vs. Return Landscape

If you would invest  11,730  in Gartner Inc on November 15, 2017 and sell it today you would earn a total of  521  from holding Gartner Inc or generate 4.44% return on investment over 30 days. Gartner Inc is generating 0.2029% of daily returns and assumes 1.0366% volatility on return distribution over the 30 days horizon. Put differently, 9% of equity instruments are less risky than the company on the bases of their historical return distribution and some 97% 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 generate 1.3 times less return on investment than the market. In addition to that, the company is 2.18 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 0.55 per unit of volatility.

Gartner Daily Price Distribution

The median price of Gartner for the period between Wed, Nov 15, 2017 and Fri, Dec 15, 2017 is 119.95 with a coefficient of variation of 1.57. The daily time series for the period is distributed with a sample standard deviation of 1.87, arithmetic mean of 119.32, and mean deviation of 1.54. The Stock received some media coverage during the period.
12 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Gartner Inc are ranked lower than 12 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Gartner Sharpe Ratio = 0.1957
Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small ReturnsIT
CashSmall
Risk
Average
Risk
High
Risk
Huge
Risk
Negative Returns

Estimated Market Risk

 1.04
  actual daily
 
 91 %
of total potential
  

Expected Return

 0.2
  actual daily
 
 3 %
of total potential
  

Risk-Adjusted Return

 0.2
  actual daily
 
 12 %
of total potential
  
Based on monthly moving average Gartner is performing at about 12% 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.