J M Performance

The J M Smucker Company -- USA Stock  

USD 105.96  0.85  0.81%

Macroaxis gives J M performance score of 0 on a scale of 0 to 100. The company retains Market Volatility (i.e. Beta) of 0.2404 which attests that as returns on market increase, J M returns are expected to increase less than the market. However during bear market, the loss on holding J M will be expected to be smaller as well.. Even though it is essential to pay attention to The J M 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. The J M exposes twenty-one different technical indicators which can help you to evaluate its performance. The J M has expected return of -0.218%. Please be advised to check out J M Information Ratio as well as the relationship between Potential Upside and Kurtosis to decide if The J M 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  11,106  in The J M Smucker Company on September 17, 2017 and sell it today you would lose (510)  from holding The J M Smucker Company or give up 4.59% of portfolio value over 30 days. The J M Smucker Company is generating negative expected returns assuming volatility of 1.0787% on return distribution over 30 days investment horizon. In other words, 10% of equities are less volatile than the company and above 99% of equities are expected to generate higher returns over the next 30 days.
 Daily Expected Return (%) 
      Risk (%) 
Considering 30-days investment horizon, The J M Smucker Company is expected to under-perform the market. In addition to that, the company is 4.61 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 0.56 per unit of volatility.

J M Daily Price Distribution

The median price of J M for the period between Sun, Sep 17, 2017 and Tue, Oct 17, 2017 is 105.57 with a coefficient of variation of 1.93. The daily time series for the period is distributed with a sample standard deviation of 2.04, arithmetic mean of 105.83, and mean deviation of 1.43. The Stock received some media coverage during the period.
0 

Risk-Adjusted Performance

Over the last 30 days The J M Smucker Company has generated negative risk-adjusted returns adding no value to investors with long positions.

One Month Efficiency

J M Sharpe Ratio = -0.2021
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Estimated Market Risk

 1.08
  actual daily
 
 90 %
of total potential
  

Expected Return

 -0.22
  actual daily
 
 1 %
of total potential
  

Risk-Adjusted Return

 -0.2
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average J M 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 J M by adding it to a well-diversified portfolio.

Dividends

The J M Dividends Analysis
Check The J M dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
Check Dividends