Veritiv Performance

Veritiv Corporation -- USA Stock  

USD 24.40  0.40  1.67%

Macroaxis gives Veritiv performance score of 0 on a scale of 0 to 100. The entity has beta of 0.7304 which indicates as returns on market increase, Veritiv returns are expected to increase less than the market. However during bear market, the loss on holding Veritiv will be expected to be smaller as well.. Even though it is essential to pay attention to Veritiv current price movements, it is always good to be careful when utilizing equity historical returns. Macroaxis philosophy towards 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. Veritiv Corporation exposes twenty-one different technical indicators which can help you to evaluate its performance. Veritiv has expected return of -0.6002%. Please be advised to validate Veritiv Value At Risk as well as the relationship between Semi Variance and Kurtosis to decide if Veritiv past performance will be repeated at some point in the near future.
 Time Horizon     30 Days    Login   to change

Veritiv Relative Risk vs. Return Landscape

If you would invest  2,795  in Veritiv Corporation on January 20, 2018 and sell it today you would lose (355.00)  from holding Veritiv Corporation or give up 12.7% of portfolio value over 30 days. Veritiv Corporation is currenly does not generate positive expected returns and assumes 3.0062% risk (volatility on return distribution) over the 30 days horizon. In different words, 27% of equities are less volatile than Veritiv 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, Veritiv Corporation is expected to under-perform the market. In addition to that, the company is 1.73 times more volatile than its market benchmark. It trades about -0.2 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.1 per unit of volatility.

Operating Margin

Veritiv Operating Margin
Based on recorded statements Veritiv Corporation has Operating Margin of 0.96%. This is 128.4% lower than that of the Consumer Goods sector, and significantly higher than that of Wholesale industry, The Operating Margin for all stocks is 108.8% 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.

Veritiv Daily Price Distribution

The median price of Veritiv for the period between Sat, Jan 20, 2018 and Mon, Feb 19, 2018 is 27.75 with a coefficient of variation of 9.48. The daily time series for the period is distributed with a sample standard deviation of 2.48, arithmetic mean of 26.16, and mean deviation of 2.32. The Stock did not receive any noticable media coverage during the period.
0 

Risk-Adjusted Performance

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

One Month Efficiency

Veritiv Sharpe Ratio = -0.1997
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Estimated Market Risk

 3.01
  actual daily
 
 73 %
of total potential
  

Expected Return

 -0.6
  actual daily
 
 1 %
of total potential
  

Risk-Adjusted Return

 -0.2
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Veritiv 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 Veritiv by adding it to a well-diversified portfolio.