Tesla Motors Performance

On a scale of 0 to 100 Tesla Motors holds performance score of 34. The entity has beta of 1.6506 which indicates as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Tesla Motors will likely underperform.. 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-seven technical indicators for Tesla Motors Inc which you can use to evaluate performance of the company. Please operates Tesla Motors Downside Variance as well as the relationship between Kurtosis and Day Median Price 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  20,845  in Tesla Motors Inc on December 22, 2016 and sell it today you would earn a total of  3,628  from holding Tesla Motors Inc or generate 17.4% return on investment over 30 days. Tesla Motors Inc is currenly generating 0.8184% of daily expected returns and assumes 1.6573% risk (volatility on return distribution) over the 30 days horizon. In different words, 16% of equities are less volatile than Tesla Motors Inc and 82% of traded equity instruments are projected to make higher returns than the company over the 30 days investment horizon.
 Daily Expected Return (%) 
Benchmark  Embed   Risk (%) 
Given the investment horizon of 30 days, Tesla Motors Inc is expected to generate 4.06 times more return on investment than the market. However, the company is 4.06 times more volatile than its market benchmark. It trades about 0.49 of its potential returns per unit of risk. The NYSE is currently generating roughly 0.09 per unit of risk.

Operating Margin
Tesla Motors Operating Margin
Based on recorded statements Tesla Motors Inc has Operating Margin of -11.15%. This is much lower than that of the sector, and significantly lower than that of Operating Margin industry, The Operating Margin for all stocks is over 1000% higher than the company.
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.

Tesla Motors Daily Price Distribution

The median price of Tesla Motors for the period between Thu, Dec 22, 2016 and Sat, Jan 21, 2017 is 226.99 with a coefficient of variation of 5.45. The daily time series for the period is distributed with a sample standard deviation of 12.2, arithmetic mean of 224.05, and mean deviation of 10.44. The Stock received some media coverage during the period.

Risk-adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Tesla Motors Inc are ranked lower than 34 (%) of all global equities and portfolios over the last 30 days.
One Month Efficiency
Tesla Motors Sharpe Ratio = 0.4938
Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small ReturnsTSLA
CashSmall
Risk
Average
Risk
High
Risk
Huge
Risk
Negative Returns

Estimated Market Risk

 1.66
  actual daily
 
 84 %
of total potential
 
Market Risk score

Expected Return

 0.82
  actual daily
 
 18 %
of total potential
 
Expected Return score

Risk-Adjusted Return

 0.49
  actual daily
 
 34 %
of total potential
 
Risk-Adjusted Return score
Based on monthly moving average Tesla Motors is performing at about 34% 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.