Arrow Electronics Performance

Arrow Electronics Inc -- USA Stock  

USD 83.83  0.51  0.61%

On a scale of 0 to 100 Arrow Electronics holds performance score of 20. The firm shows Beta (market volatility) of -0.1604 which signifies that as returns on market increase, returns on owning Arrow Electronics are expected to decrease at a much smaller rate. During bear market, Arrow Electronics is likely to outperform the market.. Although it is extremely important to respect Arrow Electronics Inc historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy towards foreseeing 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 analyzing Arrow Electronics Inc technical indicators you can presently evaluate if the expected return of 0.2387% will be sustainable into the future. Please makes use of Arrow Electronics Inc Standard Deviation, Value At Risk as well as the relationship between Value At Risk and Kurtosis to make a quick decision on weather Arrow Electronics price patterns will revert.
 Time Horizon     30 Days    Login   to change

Arrow Electronics Inc Relative Risk vs. Return Landscape

If you would invest  8,015  in Arrow Electronics Inc on December 18, 2017 and sell it today you would earn a total of  387  from holding Arrow Electronics Inc or generate 4.83% return on investment over 30 days. Arrow Electronics Inc is generating 0.2387% of daily returns assuming volatility of 0.7511% on return distribution over 30 days investment horizon. In other words, 6% of equities are less volatile than the company and above 96% of equities are expected to generate higher returns over the next 30 days.
 Daily Expected Return (%) 
      Risk (%) 
Considering 30-days investment horizon, Arrow Electronics Inc is expected to generate 1.95 times more return on investment than the market. However, the company is 1.95 times more volatile than its market benchmark. It trades about 0.32 of its potential returns per unit of risk. The DOW is currently generating roughly 0.55 per unit of risk.

Arrow Electronics Daily Price Distribution

The median price of Arrow Electronics for the period between Mon, Dec 18, 2017 and Wed, Jan 17, 2018 is 81.22 with a coefficient of variation of 2.34. The daily time series for the period is distributed with a sample standard deviation of 1.91, arithmetic mean of 81.46, and mean deviation of 1.63. The Stock received some media coverage during the period.
20 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Arrow Electronics Inc are ranked lower than 20 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Arrow Electronics Sharpe Ratio = 0.3179
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Estimated Market Risk

 0.75
  actual daily
 
 94 %
of total potential
  

Expected Return

 0.24
  actual daily
 
 4 %
of total potential
  

Risk-Adjusted Return

 0.32
  actual daily
 
 20 %
of total potential
  
Based on monthly moving average Arrow Electronics is performing at about 20% 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 Arrow Electronics by adding it to a well-diversified portfolio.