VOXX International Performance

VOXX International Corporation -- USA Stock  

USD 5.10  0.10  1.92%

Macroaxis gives VOXX International performance score of 0 on a scale of 0 to 100. The entity has beta of -0.5246 which indicates as returns on market increase, returns on owning VOXX International are expected to decrease at a much smaller rate. During bear market, VOXX International is likely to outperform the market.. 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-one different technical indicators which can help you to evaluate its performance. VOXX International has expected return of -0.2205%. Please be advised to validate VOXX International Downside Deviation, Treynor Ratio, Expected Short fall, as well as the relationship between Variance and Potential Upside to decide if VOXX International past performance will be repeated at some future point.
 Time Horizon     30 Days    Login   to change

VOXX International Relative Risk vs. Return Landscape

If you would invest  540.00  in VOXX International Corporation on February 22, 2018 and sell it today you would lose (30.00)  from holding VOXX International Corporation or give up 5.56% of portfolio value over 30 days. VOXX International Corporation is currenly does not generate positive expected returns and assumes 2.4092% risk (volatility on return distribution) over the 30 days horizon. In different words, 22% 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 2.21 times more volatile than its market benchmark. It trades about -0.09 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.15 per unit of volatility.

Operating Margin

VOXX International Operating Margin
Based on recorded statements VOXX International Corporation has Operating Margin of -1.45%. This is 57.1% lower than that of the Consumer Goods sector, and significantly lower than that of Wholesale industry, The Operating Margin for all stocks is 86.71% lower than the firm.
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.

VOXX International Daily Price Distribution

The median price of VOXX International for the period between Thu, Feb 22, 2018 and Sat, Mar 24, 2018 is 5.5 with a coefficient of variation of 4.04. The daily time series for the period is distributed with a sample standard deviation of 0.22, arithmetic mean of 5.54, and mean deviation of 0.19. 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 = -0.0915
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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 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.