Wells Fargo Performance

Wells Fargo Company -- USA Stock  

USD 53.41  1.51  2.75%

Wells Fargo has performance score of 5 on a scale of 0 to 100. The firm maintains market beta of 0.3362 which attests that as returns on market increase, Wells Fargo returns are expected to increase less than the market. However during bear market, the loss on holding Wells Fargo will be expected to be smaller as well.. Although it is extremely important to respect Wells Fargo historical price patterns, it is better to be realistic regarding the information on equity current price history. The philosophy towards determining 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 examining Wells Fargo technical indicators you can presently evaluate if the expected return of 0.0768% will be sustainable into the future. Wells Fargo right now maintains a risk of 1.0297%. Please check out Wells Fargo Treynor Ratio as well as the relationship between Downside Variance and Kurtosis to decide if Wells Fargo will be following its historical returns.
Investment Horizon     30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  5,406  in Wells Fargo Company on September 21, 2017 and sell it today you would earn a total of  86  from holding Wells Fargo Company or generate 1.59% return on investment over 30 days. Wells Fargo Company is generating 0.0768% of daily returns assuming volatility of 1.0297% on return distribution over 30 days investment horizon. In other words, 9% of equities are less volatile than the company and above 99% of equities are expected to generate higher returns over the next 30 days.
 Daily Expected Return (%) 
      Risk (%) 
Considering 30-days investment horizon, Wells Fargo Company is expected to generate 2.1 times less return on investment than the market. In addition to that, the company is 4.16 times more volatile than its market benchmark. It trades about 0.07 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.65 per unit of volatility.

Operating Margin

Wells Fargo Operating Margin
Based on recorded statements Wells Fargo Company has Operating Margin of 38.32%. This is 832.7% lower than that of the Services sector, and significantly higher than that of Banking industry, The Operating Margin for all stocks is 451.24% 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.

Wells Fargo Daily Price Distribution

The median price of Wells Fargo for the period between Thu, Sep 21, 2017 and Sat, Oct 21, 2017 is 54.92 with a coefficient of variation of 1.49. The daily time series for the period is distributed with a sample standard deviation of 0.81, arithmetic mean of 54.6, and mean deviation of 0.74. The Stock received some media coverage during the period.
5 

Risk-Adjusted Performance

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

One Month Efficiency

Wells Fargo Sharpe Ratio = 0.0746
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Estimated Market Risk

 1.03
  actual daily
 
 91 %
of total potential
  

Expected Return

 0.08
  actual daily
 
 1 %
of total potential
  

Risk-Adjusted Return

 0.07
  actual daily
 
 5 %
of total potential
  
Based on monthly moving average Wells Fargo 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 Wells Fargo by adding it to a well-diversified portfolio.

Dividends

Wells Fargo Dividends Analysis
Check Wells Fargo dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
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