Whirlpool Performance

Whirlpool Corporation -- USA Stock  

USD 176.77  2.01  1.12%

Whirlpool has performance score of 11 on a scale of 0 to 100. The firm maintains market beta of -2.2395 which attests that as returns on market increase, returns on owning Whirlpool are expected to decrease by larger amounts. On the other hand, during market turmoil, Whirlpool is expected to significantly outperform it.. Although it is extremely important to respect Whirlpool 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 Whirlpool technical indicators you can presently evaluate if the expected return of 0.1677% will be sustainable into the future. Whirlpool right now maintains a risk of 1.0303%. Please check out Whirlpool Coefficient Of Variation, Maximum Drawdown as well as the relationship between Maximum Drawdown and Skewness to decide if Whirlpool will be following its historical returns.
Investment Horizon     30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  17,084  in Whirlpool Corporation on September 16, 2017 and sell it today you would earn a total of  593  from holding Whirlpool Corporation or generate 3.47% return on investment over 30 days. Whirlpool Corporation is generating 0.1677% of daily returns assuming volatility of 1.0303% on return distribution over 30 days investment horizon. In other words, 9% of equities are less volatile than the company and above 97% of equities are expected to generate higher returns over the next 30 days.
 Daily Expected Return (%) 
      Risk (%) 
Considering 30-days investment horizon, Whirlpool Corporation is expected to generate 4.5 times more return on investment than the market. However, the company is 4.5 times more volatile than its market benchmark. It trades about 0.16 of its potential returns per unit of risk. The DOW is currently generating roughly 0.5 per unit of risk.

Whirlpool Daily Price Distribution

The median price of Whirlpool for the period between Sat, Sep 16, 2017 and Mon, Oct 16, 2017 is 178.78 with a coefficient of variation of 2.79. The daily time series for the period is distributed with a sample standard deviation of 4.98, arithmetic mean of 178.49, and mean deviation of 4.19. 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 Whirlpool Corporation are ranked lower than 11 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Whirlpool Sharpe Ratio = 0.1627
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Estimated Market Risk

 1.03
  actual daily
 
 91 %
of total potential
  

Expected Return

 0.17
  actual daily
 
 3 %
of total potential
  

Risk-Adjusted Return

 0.16
  actual daily
 
 11 %
of total potential
  
Based on monthly moving average Whirlpool 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 Whirlpool by adding it to a well-diversified portfolio.

Dividends

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