Apple Performance

AAPL -- USA Stock  

USD 192.82  9.82  4.85%

The firm shows Beta (market volatility) of 0.8307 which signifies that as returns on market increase, Apple returns are expected to increase less than the market. However during bear market, the loss on holding Apple will be expected to be smaller as well. Even though it is essential to pay attention to Apple historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy towards foreseeing future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Apple exposes twenty-one different technical indicators which can help you to evaluate its performance. Apple has expected return of -0.0607%. Please be advised to confirm Apple Jensen Alpha as well as the relationship between Potential Upside and Skewness to decide if Apple past performance will be repeated at some point in the near future.

Risk-Adjusted Performance

Over the last 30 days Apple has generated negative risk-adjusted returns adding no value to investors with long positions. Even with considerably steady technical indicators, Apple is not utilizing all of its potentials. The existing stock price chaos, may contribute to medium term losses for the stakeholders.
Quick Ratio1.35
Fifty Two Week Low142.00
Target High Price270.00
Payout Ratio25.13%
Fifty Two Week High233.47
Target Low Price150.00
Trailing Annual Dividend Yield1.43%
Horizon     30 Days    Login   to change

Apple Relative Risk vs. Return Landscape

If you would invest  19,980  in Apple on July 26, 2019 and sell it today you would lose (698.00)  from holding Apple or give up 3.49% of portfolio value over 30 days. Apple is currently does not generate positive expected returns and assumes 2.0133% risk (volatility on return distribution) over the 30 days horizon. In different words, 17% of equities are less volatile than Apple and 99% 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, Apple is expected to generate 2.03 times more return on investment than the market. However, the company is 2.03 times more volatile than its market benchmark. It trades about -0.03 of its potential returns per unit of risk. The DOW is currently generating roughly -0.08 per unit of risk.

Apple Market Risk Analysis

Sharpe Ratio = -0.0301
Good Returns
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Negative ReturnsAAPL

Apple Relative Performance Indicators

Estimated Market Risk
  actual daily
 17 %
of total potential
Expected Return
  actual daily
 0 %
of total potential
Risk-Adjusted Return
  actual daily
 0 %
of total potential
Based on monthly moving average Apple is performing at about 0% 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 Apple by adding it to a well-diversified portfolio.

Apple Alerts

Equity Alerts and Improvement Suggestions

Apple generates negative expected return over the last 30 days
Apple has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations
About 61.0% of the company shares are held by institutions such as insurance companies

Apple Dividends

Apple Dividends Analysis

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