Tesla Performance

Tesla Inc -- USA Stock  

USD 347.46  6.11  1.79%

Tesla has performance score of 0 on a scale of 0 to 100. The entity has beta of 0.8157 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 extremely important to respect Tesla Inc 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 Tesla Inc technical indicators you can presently evaluate if the expected return of 0.0102% will be sustainable into the future. Tesla Inc right now has a risk of 2.3334%. Please validate Tesla Jensen Alpha, Potential Upside as well as the relationship between Potential Upside and Skewness to decide if Tesla will be following its existing price patterns.
Investment Horizon     30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  34,252  in Tesla Inc on July 24, 2017 and sell it today you would lose (117.00)  from holding Tesla Inc or give up 0.34% of portfolio value over 30 days. Tesla Inc is currenly generating 0.0102% of daily expected returns and assumes 2.3334% risk (volatility on return distribution) over the 30 days horizon. In different words, 22% of equities are less volatile than Tesla Inc and 99% 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 less return on investment than the market. In addition to that, the company is 5.4 times more volatile than its market benchmark. It trades about 0.0 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.09 per unit of volatility.

Tesla Daily Price Distribution

The median price of Tesla for the period between Mon, Jul 24, 2017 and Wed, Aug 23, 2017 is 347.46 with a coefficient of variation of 3.98. The daily time series for the period is distributed with a sample standard deviation of 13.8, arithmetic mean of 346.95, and mean deviation of 11.44. The Stock received some media coverage during the period.

Risk-Adjusted Performance

Over the last 30 days Tesla Inc has generated negative risk-adjusted returns adding no value to investors with long positions.

One Month Efficiency

Tesla Sharpe Ratio = 0.0043
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Estimated Market Risk

  actual daily
 78 %
of total potential

Expected Return

  actual daily
 1 %
of total potential

Risk-Adjusted Return

  actual daily
 1 %
of total potential
Based on monthly moving average Tesla is performing at about 0% 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.