Veritiv Performance

Veritiv Corporation -- USA Stock  

USD 32.25  0.6  1.83%

On a scale of 0 to 100 Veritiv holds performance score of 11. The entity has beta of -2.7205 which indicates as returns on market increase, returns on owning Veritiv are expected to decrease by larger amounts. On the other hand, during market turmoil, Veritiv is expected to significantly outperform it.. 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. By inspecting Veritiv technical indicators you can presently evaluate if the expected return of 0.2682% will be sustainable into the future. 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

Relative Risk vs. Return Landscape

If you would invest  3,105  in Veritiv Corporation on September 21, 2017 and sell it today you would earn a total of  180  from holding Veritiv Corporation or generate 5.8% return on investment over 30 days. Veritiv Corporation is currenly generating 0.2682% of daily expected returns and assumes 1.571% risk (volatility on return distribution) over the 30 days horizon. In different words, 14% of equities are less volatile than Veritiv Corporation and 95% 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 6.35 times more return on investment than the market. However, the company is 6.35 times more volatile than its market benchmark. It trades about 0.17 of its potential returns per unit of risk. The DOW is currently generating roughly 0.65 per unit of risk.

Veritiv Daily Price Distribution

The median price of Veritiv for the period between Thu, Sep 21, 2017 and Sat, Oct 21, 2017 is 32.35 with a coefficient of variation of 1.95. The daily time series for the period is distributed with a sample standard deviation of 0.63, arithmetic mean of 32.35, and mean deviation of 0.47. The Stock received some media coverage during the period.
11 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Veritiv Corporation are ranked lower than 11 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Veritiv Sharpe Ratio = 0.1707
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Estimated Market Risk

 1.57
  actual daily
 
 86 %
of total potential
  

Expected Return

 0.27
  actual daily
 
 5 %
of total potential
  

Risk-Adjusted Return

 0.17
  actual daily
 
 11 %
of total potential
  
Based on monthly moving average Veritiv is performing at about 11% 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.