Target Performance

Target Corporation -- USA Stock  

USD 62.08  0.71  1.16%

On a scale of 0 to 100 Target holds performance score of 3. The entity has beta of 0.8579 which indicates Target returns are very sensitive to returns on the market. as market goes up or down, Target is expected to follow.. Although it is extremely important to respect Target 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 Target technical indicators you can presently evaluate if the expected return of 0.2037% will be sustainable into the future. Please operates Target Total Risk Alpha, Downside Variance as well as the relationship between Downside Variance and Daily Balance Of Power to make a quick decision on weather Target existing price patterns will revert.
Investment Horizon     30 Days    Login   to change

Target Relative Risk vs. Return Landscape

If you would invest  6,040  in Target Corporation on November 11, 2017 and sell it today you would earn a total of  168  from holding Target Corporation or generate 2.78% return on investment over 30 days. Target Corporation is generating 0.2037% of daily returns assuming volatility of 3.7306% on return distribution over 30 days investment horizon. In other words, 34% of equities are less volatile than the company and above 97% of equities are expected to generate higher returns over the next 30 days.
 Daily Expected Return (%) 
      Risk (%) 
Considering 30-days investment horizon, Target Corporation is expected to generate 7.21 times more return on investment than the market. However, the company is 7.21 times more volatile than its market benchmark. It trades about 0.05 of its potential returns per unit of risk. The DOW is currently generating roughly 0.36 per unit of risk.

Target Daily Price Distribution

The median price of Target for the period between Sat, Nov 11, 2017 and Mon, Dec 11, 2017 is 59.9 with a coefficient of variation of 4.15. The daily time series for the period is distributed with a sample standard deviation of 2.45, arithmetic mean of 58.98, and mean deviation of 2.1. The Stock received some media coverage during the period.
3 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Target Corporation are ranked lower than 3 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Target Sharpe Ratio = 0.0546
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Estimated Market Risk

 3.73
  actual daily
 
 66 %
of total potential
  

Expected Return

 0.2
  actual daily
 
 3 %
of total potential
  

Risk-Adjusted Return

 0.05
  actual daily
 
 3 %
of total potential
  
Based on monthly moving average Target is performing at about 3% 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 Target by adding it to a well-diversified portfolio.

Dividends

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