Veritiv Performance

Veritiv Corporation -- USA Stock  

USD 27.35  0.35  1.3%

On a scale of 0 to 100 Veritiv holds performance score of 17. The entity has beta of 2.2038 which indicates as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Veritiv will likely underperform.. Although it is vital to follow to Veritiv 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 Veritiv Corporation which you can use to evaluate performance of the company. Please operates Veritiv Value At Risk as well as the relationship between Semi Variance and Kurtosis to make a quick decision on weather Veritiv existing price patterns will revert.
Investment Horizon     30 Days    Login   to change

Veritiv Relative Risk vs. Return Landscape

If you would invest  2,390  in Veritiv Corporation on November 11, 2017 and sell it today you would earn a total of  345  from holding Veritiv Corporation or generate 14.44% return on investment over 30 days. Veritiv Corporation is currenly generating 0.7077% of daily expected returns and assumes 2.5899% risk (volatility on return distribution) over the 30 days horizon. In different words, 24% of equities are less volatile than Veritiv Corporation and 87% 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, Veritiv Corporation is expected to generate 5.01 times more return on investment than the market. However, the company is 5.01 times more volatile than its market benchmark. It trades about 0.27 of its potential returns per unit of risk. The DOW is currently generating roughly 0.36 per unit of risk.

Veritiv Daily Price Distribution

The median price of Veritiv for the period between Sat, Nov 11, 2017 and Mon, Dec 11, 2017 is 26.35 with a coefficient of variation of 6.38. The daily time series for the period is distributed with a sample standard deviation of 1.63, arithmetic mean of 25.55, and mean deviation of 1.48. The Stock received some media coverage during the period.
17 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Veritiv Corporation are ranked lower than 17 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Veritiv Sharpe Ratio = 0.2733
Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small ReturnsVRTV
CashSmall
Risk
Average
Risk
High
Risk
Huge
Risk
Negative Returns

Estimated Market Risk

 2.59
  actual daily
 
 76 %
of total potential
  

Expected Return

 0.71
  actual daily
 
 13 %
of total potential
  

Risk-Adjusted Return

 0.27
  actual daily
 
 17 %
of total potential
  
Based on monthly moving average Veritiv is performing at about 17% 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 Veritiv by adding it to a well-diversified portfolio.