VOXX International Performance

VOXX International Corporation -- USA Stock  

USD 5.79  0.19  3.39%

Macroaxis gives VOXX International performance score of 0 on a scale of 0 to 100. The entity has beta of 1.9929 which indicates as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, VOXX International will likely underperform.. Even though it is essential to pay attention to VOXX International current price movements, it is always good to be careful when utilizing equity historical returns. Macroaxis approach into measuring future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. VOXX International Corporation exposes twenty-eight different technical indicators which can help you to evaluate its performance. VOXX International has expected return of -0.4691%. Please be advised to validate VOXX International Skewness, and the relationship between Downside Variance and Daily Balance Of Power to decide if VOXX International past performance will be repeated at some future point.
Investment Horizon     30 Days    Login   to change

VOXX International Relative Risk vs. Return Landscape

If you would invest  635  in VOXX International Corporation on November 14, 2017 and sell it today you would lose (70)  from holding VOXX International Corporation or give up 11.02% of portfolio value over 30 days. VOXX International Corporation is currenly does not generate positive expected returns and assumes 3.4907% risk (volatility on return distribution) over the 30 days horizon. In different words, 32% of equities are less volatile than VOXX International Corporation 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, VOXX International Corporation is expected to under-perform the market. In addition to that, the company is 7.11 times more volatile than its market benchmark. It trades about -0.13 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.46 per unit of volatility.

VOXX International Daily Price Distribution

The median price of VOXX International for the period between Tue, Nov 14, 2017 and Thu, Dec 14, 2017 is 6.4 with a coefficient of variation of 7.52. The daily time series for the period is distributed with a sample standard deviation of 0.47, arithmetic mean of 6.25, and mean deviation of 0.41. The Stock received some media coverage during the period.

Risk-Adjusted Performance

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

One Month Efficiency

VOXX International Sharpe Ratio = -0.1344
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Estimated Market Risk

  actual daily
 68 %
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 VOXX International 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 VOXX International by adding it to a well-diversified portfolio.