Sprint Performance

S -- USA Stock  

USD 5.14  0.01  0.19%

Sprint has performance score of 1 on a scale of 0 to 100. The entity has beta of 0.0 which indicates the returns on MARKET and Sprint are completely uncorrelated. Although it is extremely important to respect Sprint current price movements, it is better to be realistic regarding the information on equity historical returns. The philosophy towards measuring 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 inspecting Sprint technical indicators you can presently evaluate if the expected return of 0.0564% will be sustainable into the future. Sprint right now has a risk of 3.2918%. Please validate Sprint Information Ratio and Downside Variance to decide if Sprint will be following its existing price patterns.
 Time Horizon     30 Days    Login   to change

Sprint Relative Risk vs. Return Landscape

If you would invest  515.00  in Sprint Corporation on April 26, 2018 and sell it today you would earn a total of  1.00  from holding Sprint Corporation or generate 0.19% return on investment over 30 days. Sprint Corporation is generating 0.0564% of daily returns and assumes 3.2918% volatility on return distribution over the 30 days horizon. Put is differently, 30% of equities are less volatile than the company and over 99% of traded equities are expected to make higher returns on investment over the next 30 days.
 Daily Expected Return (%) 
      Risk (%) 
Taking into account the 30 trading days horizon, Sprint Corporation is expected to generate 2.29 times more return on investment than the market. However, the company is 2.29 times more volatile than its market benchmark. It trades about 0.02 of its potential returns per unit of risk. The DOW is currently generating roughly 0.01 per unit of risk.

Sprint Market Risk Analysis

Sharpe Ratio = 0.0171
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Sprint Relative Performance Indicators

Estimated Market Risk
 3.29
  actual daily
 
 70 %
of total potential
  
Expected Return
 0.06
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 0.02
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Sprint is performing at about 1% 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 Sprint by adding it to a well-diversified portfolio.

Performance Rating

Sprint Corporation Risk Adjusted Performance Analysis
1 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Sprint Corporation are ranked lower than 1 (%) of all global equities and portfolios over the last 30 days.

Sprint Alerts

Equity Alerts and Improvement Suggestions
Sprint has very high historical volatility over the last 30 days
Sprint has high likelihood to experience some financial distress in the next 2 years
Sprint has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its interest payments
Latest headline from MacroaxisInsider: Exercise or conversion by Kelly Timothy E of 22000 shares of Sprint subject to Rule 16b-3
Also please take a look at World Market Map. Please also try Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.