Mentor Graphics Performance

Mentor Graphics Corporation -- USA Stock  

USD 37.26  0.00  0.00%

Mentor Graphics has performance score of 0 on a scale of 0 to 100. The company secures Beta (Market Risk) of -0.0122 which conveys that as returns on market increase, returns on owning Mentor Graphics are expected to decrease at a much smaller rate. During bear market, Mentor Graphics is likely to outperform the market.. Although it is extremely important to respect Mentor Graphics price patterns, it is better to be realistic regarding the information on equity historical price patterns. The philosophy towards estimating 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 analyzing Mentor Graphics technical indicators you can presently evaluate if the expected return of 0.0% will be sustainable into the future. Mentor Graphics right now secures a risk of 0.0%. Please verify Mentor Graphics Corporation Variance, Value At Risk as well as the relationship between Value At Risk and Skewness to decide if Mentor Graphics Corporation will be following its current price movements.
 Time Horizon     30 Days    Login   to change

Mentor Graphics Relative Risk vs. Return Landscape

If you would invest  3,726  in Mentor Graphics Corporation on February 17, 2018 and sell it today you would earn a total of  0.00  from holding Mentor Graphics Corporation or generate 0.0% return on investment over 30 days. Mentor Graphics Corporation is currenly does not generate positive expected returns and assumes 0.0% risk (volatility on return distribution) over the 30 days horizon. In different words, 0% of equities are less volatile than Mentor Graphics Corporation and 99% of traded equity instruments are projected to make higher returns than the company over the 30 days investment horizon.
 Daily Expected Return (%) 
      Risk (%) 

Mentor Graphics Daily Price Distribution

The median price of Mentor Graphics for the period between Sat, Feb 17, 2018 and Mon, Mar 19, 2018 is 37.2 with a coefficient of variation of 0.15. The daily time series for the period is distributed with a sample standard deviation of 0.05, arithmetic mean of 37.2, and mean deviation of 0.04. The Stock received some media coverage during the period.

Risk-Adjusted Performance

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

One Month Efficiency

Mentor Graphics Sharpe Ratio = 0.0
Good Returns
Average Returns
Small Returns
Based on monthly moving average Mentor Graphics 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 Mentor Graphics by adding it to a well-diversified portfolio.


Mentor Graphics Dividends Analysis
Check Mentor Graphics dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
Check Dividends