Arrow Electronics Performance

Arrow Electronics Inc -- USA Stock  

USD 77.21  2.56  3.43%

Macroaxis gives Arrow Electronics performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of -0.0687 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.. Even though it is essential to pay attention to Arrow Electronics Inc 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. Arrow Electronics Inc exposes twenty-one different technical indicators which can help you to evaluate its performance. Arrow Electronics Inc has expected return of -0.479%. Please be advised to confirm Arrow Electronics Inc Standard Deviation, Value At Risk as well as the relationship between Value At Risk and Kurtosis to decide if Arrow Electronics Inc past performance will be repeated at some point in the near future.
 Time Horizon     30 Days    Login   to change

Arrow Electronics Inc Relative Risk vs. Return Landscape

If you would invest  8,284  in Arrow Electronics Inc on February 23, 2018 and sell it today you would lose (819.00)  from holding Arrow Electronics Inc or give up 9.89% of portfolio value over 30 days. Arrow Electronics Inc is generating negative expected returns assuming volatility of 1.7951% on return distribution over 30 days investment horizon. In other words, 16% 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, Arrow Electronics Inc is expected to under-perform the market. In addition to that, the company is 1.66 times more volatile than its market benchmark. It trades about -0.27 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.26 per unit of volatility.

Operating Margin

Arrow Electronics Inc Operating Margin
Based on recorded statements Arrow Electronics Inc has Operating Margin of 3.83%. This is 173.23% lower than that of the Services sector, and significantly higher than that of Electronic Components industry, The Operating Margin for all stocks is 135.11% 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.

Arrow Electronics Daily Price Distribution

The median price of Arrow Electronics for the period between Fri, Feb 23, 2018 and Sun, Mar 25, 2018 is 81.25 with a coefficient of variation of 2.39. The daily time series for the period is distributed with a sample standard deviation of 1.92, arithmetic mean of 80.52, and mean deviation of 1.41. The Stock received some media coverage during the period.

Risk-Adjusted Performance

Over the last 30 days Arrow Electronics Inc has generated negative risk-adjusted returns adding no value to investors with long positions.

One Month Efficiency

Arrow Electronics Sharpe Ratio = -0.2669
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Estimated Market Risk

  actual daily
 84 %
of total potential

Expected Return

  actual daily
 1 %
of total potential

Risk-Adjusted Return

  actual daily
 1 %
of total potential
Based on monthly moving average Arrow Electronics 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 Arrow Electronics by adding it to a well-diversified portfolio.