Tesla Motors Performance

On a scale of 0 to 100 Tesla Motors holds performance score of 31. The entity has beta of -1.4089 which indicates as returns on market increase, returns on owning Tesla Motors are expected to decrease by larger amounts. On the other hand, during market turmoil, Tesla Motors is expected to significantly outperform it.. Although it is vital to follow to Tesla Motors current price movements, it is good to be conservative about what you can actually do with the information about 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. We have found twenty-one technical indicators for Tesla Motors Inc which you can use to evaluate performance of the company. Please operates Tesla Motors Jensen Alpha, Potential Upside as well as the relationship between Potential Upside and Skewness to make a quick decision on weather Tesla Motors existing price patterns will revert.
Investment Horizon     30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  32,514  in Tesla Motors Inc on May 26, 2017 and sell it today you would earn a total of  5,831  from holding Tesla Motors Inc or generate 17.93% return on investment over 30 days. Tesla Motors Inc is currenly generating 0.8032% of daily expected returns and assumes 1.7587% risk (volatility on return distribution) over the 30 days horizon. In different words, 17% of equities are less volatile than Tesla Motors Inc and 83% of traded equity instruments are projected to make higher returns than the company over the 30 days investment horizon.
 Daily Expected Return (%) 
      Risk (%) 
Given the investment horizon of 30 days, Tesla Motors Inc is expected to generate 6.0 times more return on investment than the market. However, the company is 6.0 times more volatile than its market benchmark. It trades about 0.46 of its potential returns per unit of risk. The DOW is currently generating roughly 0.25 per unit of risk.

Tesla Motors Daily Price Distribution

The median price of Tesla Motors for the period between Fri, May 26, 2017 and Sun, Jun 25, 2017 is 359.65 with a coefficient of variation of 6.12. The daily time series for the period is distributed with a sample standard deviation of 21.82, arithmetic mean of 356.48, and mean deviation of 18.15. The Stock received some media coverage during the period.
31 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Tesla Motors Inc are ranked lower than 31 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Tesla Motors Sharpe Ratio = 0.4567
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Estimated Market Risk

 1.76
  actual daily
 
 83 %
of total potential
  

Expected Return

 0.8
  actual daily
 
 17 %
of total potential
  

Risk-Adjusted Return

 0.46
  actual daily
 
 31 %
of total potential
  
Based on monthly moving average Tesla Motors is performing at about 31% 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 Tesla Motors by adding it to a well-diversified portfolio.