Wells Fargo Performance

Wells Fargo Company -- USA Stock  

USD 64.49  0.24  0.37%

On a scale of 0 to 100 Wells Fargo holds performance score of 22. The firm maintains market beta of -0.646 which attests that as returns on market increase, returns on owning Wells Fargo are expected to decrease at a much smaller rate. During bear market, Wells Fargo is likely to outperform the market.. Although it is vital to follow to Wells Fargo historical price patterns, it is good to be conservative about what you can actually do with the information regarding 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 0.2853% will be sustainable into the future. Please utilizes Wells Fargo Treynor Ratio as well as the relationship between Downside Variance and Kurtosis to make a quick decision on weather Wells Fargo Company historical returns will revert.
 Time Horizon     30 Days    Login   to change

Wells Fargo Relative Risk vs. Return Landscape

If you would invest  6,113  in Wells Fargo Company on December 24, 2017 and sell it today you would earn a total of  336  from holding Wells Fargo Company or generate 5.5% return on investment over 30 days. Wells Fargo Company is generating 0.2853% of daily returns assuming volatility of 0.8411% on return distribution over 30 days investment horizon. In other words, 7% of equities are less volatile than the company and above 95% 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 1.07 times less return on investment than the market. In addition to that, the company is 1.85 times more volatile than its market benchmark. It trades about 0.34 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.67 per unit of volatility.

Operating Margin

Wells Fargo Operating Margin
Based on recorded statements Wells Fargo Company has Operating Margin of 34.73%. This is 764.05% lower than that of the Services sector, and significantly higher than that of Banking industry, The Operating Margin for all stocks is 418.33% 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 Sun, Dec 24, 2017 and Tue, Jan 23, 2018 is 62.33 with a coefficient of variation of 2.09. The daily time series for the period is distributed with a sample standard deviation of 1.3, arithmetic mean of 62.36, and mean deviation of 1.06. The Stock received some media coverage during the period.
22 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Wells Fargo Company are ranked lower than 22 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Wells Fargo Sharpe Ratio = 0.3393
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Estimated Market Risk

 0.84
  actual daily
 
 93 %
of total potential
  

Expected Return

 0.29
  actual daily
 
 5 %
of total potential
  

Risk-Adjusted Return

 0.34
  actual daily
 
 22 %
of total potential
  
Based on monthly moving average Wells Fargo is performing at about 22% 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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