Veritiv Performance

Veritiv Corporation -- USA Stock  

USD 32.3  0.55  1.67%

Veritiv has performance score of 5 on a scale of 0 to 100. The entity has beta of 2.0488 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 extremely important to respect Veritiv current price movements, it is better to be realistic regarding the information on 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 0.1472% will be sustainable into the future. Veritiv right now has a risk of 1.6373%. Please validate Veritiv Value At Risk, Kurtosis, Market Facilitation Index, as well as the relationship between Semi Variance and Rate Of Daily Change to decide if Veritiv will be following its existing price patterns.
Investment Horizon     30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  3,145  in Veritiv Corporation on September 23, 2017 and sell it today you would earn a total of  90  from holding Veritiv Corporation or generate 2.86% return on investment over 30 days. Veritiv Corporation is currenly generating 0.1472% of daily expected returns and assumes 1.6373% risk (volatility on return distribution) over the 30 days horizon. In different words, 15% of equities are less volatile than Veritiv Corporation and 98% 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 1.47 times less return on investment than the market. In addition to that, the company is 6.36 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 0.84 per unit of volatility.

Veritiv Daily Price Distribution

The median price of Veritiv for the period between Sat, Sep 23, 2017 and Mon, Oct 23, 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 did not receive any noticable media coverage during the period.
5 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Veritiv Corporation are ranked lower than 5 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Veritiv Sharpe Ratio = 0.0899
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Estimated Market Risk

 1.64
  actual daily
 
 85 %
of total potential
  

Expected Return

 0.15
  actual daily
 
 2 %
of total potential
  

Risk-Adjusted Return

 0.09
  actual daily
 
 5 %
of total potential
  
Based on monthly moving average Veritiv is performing at about 5% 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.