Tesla Performance

Tesla Inc -- USA Stock  

USD 343.45  5.56  1.65%

On a scale of 0 to 100 Tesla holds performance score of 19. The entity has beta of 0.5465 which indicates as returns on market increase, Tesla returns are expected to increase less than the market. However during bear market, the loss on holding Tesla will be expected to be smaller as well.. Although it is vital to follow to Tesla Inc current price movements, it is good to be conservative about what you can actually do with the information regarding 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 Inc which you can use to evaluate performance of the company. Please operates Tesla Jensen Alpha, Potential Upside as well as the relationship between Potential Upside and Skewness to make a quick decision on weather Tesla Inc existing price patterns will revert.
Investment Horizon     30 Days    Login   to change

Tesla Inc Relative Risk vs. Return Landscape

If you would invest  30,874  in Tesla Inc on November 18, 2017 and sell it today you would earn a total of  3,471  from holding Tesla Inc or generate 11.24% return on investment over 30 days. Tesla Inc is currenly generating 0.5503% of daily expected returns and assumes 1.8529% risk (volatility on return distribution) over the 30 days horizon. In different words, 17% of equities are less volatile than Tesla Inc and 90% 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 Inc is expected to generate 4.02 times more return on investment than the market. However, the company is 4.02 times more volatile than its market benchmark. It trades about 0.3 of its potential returns per unit of risk. The DOW is currently generating roughly 0.55 per unit of risk.

Tesla Daily Price Distribution

The median price of Tesla for the period between Sat, Nov 18, 2017 and Mon, Dec 18, 2017 is 315.05 with a coefficient of variation of 3.83. The daily time series for the period is distributed with a sample standard deviation of 12.17, arithmetic mean of 317.71, and mean deviation of 9.26. The Stock did not receive any noticable media coverage during the period.
19 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Tesla Inc are ranked lower than 19 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Tesla Sharpe Ratio = 0.297
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Estimated Market Risk

 1.85
  actual daily
 
 83 %
of total potential
  

Expected Return

 0.55
  actual daily
 
 10 %
of total potential
  

Risk-Adjusted Return

 0.3
  actual daily
 
 19 %
of total potential
  
Based on monthly moving average Tesla is performing at about 19% 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 by adding it to a well-diversified portfolio.