J M Performance

J M has performance score of 8 on a scale of 0 to 100. The company retains Market Volatility (i.e. Beta) of -0.155 which attests that as returns on market increase, returns on owning J M are expected to decrease at a much smaller rate. During bear market, J M is likely to outperform the market.. Although it is extremely important to respect The J M current price history, it is beter to be realistic about what you can do with the information about 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 The J M technical indicators you can presently evaluate if the expected return of 0.0526% will be sustainable into the future. The J M right now retains risk of 0.4259%. Please check out J M Potential Upside, and the relationship between Total Risk Alpha and Kurtosis to decide if J M will be following its current trading patterns.
Investment Horizon     30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  12,672  in The J M Smucker Company on April 28, 2017 and sell it today you would earn a total of  145.00  from holding The J M Smucker Company or generate 1.14% return on investment over 30 days. The J M Smucker Company is generating 0.0526% of daily returns assuming volatility of 0.4259% on return distribution over 30 days investment horizon. In other words, 4% 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 generate 0.9 times more return on investment than the market. However, the company is 1.12 times less risky than the market. It trades about 0.12 of its potential returns per unit of risk. The DOW is currently generating roughly 0.07 per unit of risk.

Operating Margin

The J M Operating Margin
Based on recorded statements The J M Smucker Company has Operating Margin of 17.01%. This is much higher than that of the Consumer sector, and significantly higher than that of Food Manufacturers industry, The Operating Margin for all stocks is over 1000% lower than the firm.
A good Operating Margin is required for a company to be able to pay for its fixed costs or pay out its debt which implies that the higher the margin, the better. This ratio is most effective in evaluating the earning potential of a company over time when comparing it against firm's competitors.

J M Daily Price Distribution

The median price of J M for the period between Fri, Apr 28, 2017 and Sun, May 28, 2017 is 125.9 with a coefficient of variation of 0.87. The daily time series for the period is distributed with a sample standard deviation of 1.09, arithmetic mean of 126.04, and mean deviation of 0.87. The Stock received some media coverage during the period.
8 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in The J M Smucker Company are ranked lower than 8 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

J M Sharpe Ratio = 0.1235
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Estimated Market Risk

 0.43
  actual daily
 
 96 %
of total potential
  

Expected Return

 0.05
  actual daily
 
 1 %
of total potential
  

Risk-Adjusted Return

 0.12
  actual daily
 
 8 %
of total potential
  
Based on monthly moving average J M is performing at about 8% 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