Halliburton Performance

Halliburton Company -- USA Stock  

USD 52.09  0.13  0.25%

On a scale of 0 to 100 Halliburton holds performance score of 9. The company retains Market Volatility (i.e. Beta) of 0.3501 which attests that as returns on market increase, Halliburton returns are expected to increase less than the market. However during bear market, the loss on holding Halliburton will be expected to be smaller as well.. Although it is extremely important to respect Halliburton current price history, it is better to be realistic regarding the information on equity current price movements. 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 evaluating Halliburton technical indicators you can presently evaluate if the expected return of 0.2389% will be sustainable into the future. Please utilizes Halliburton Jensen Alpha as well as the relationship between Potential Upside and Skewness to make a quick decision on weather Halliburton Company current trending patterns will revert.
 Time Horizon     30 Days    Login   to change

Halliburton Relative Risk vs. Return Landscape

If you would invest  4,716  in Halliburton Company on March 22, 2018 and sell it today you would earn a total of  480.00  from holding Halliburton Company or generate 10.18% return on investment over 30 days. Halliburton Company is generating 0.2389% of daily returns assuming volatility of 1.653% on return distribution over 30 days investment horizon. In other words, 15% 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, Halliburton Company is expected to generate 1.17 times more return on investment than the market. However, the company is 1.17 times more volatile than its market benchmark. It trades about 0.14 of its potential returns per unit of risk. The DOW is currently generating roughly -0.02 per unit of risk.

Performance Rating

Halliburton Company Risk Adjusted Performance Analysis
9 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Halliburton Company are ranked lower than 9 (%) of all global equities and portfolios over the last 30 days.

2 Months Efficiency

Halliburton Sharpe Ratio = 0.1445
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Estimated Market Risk
 1.65
  actual daily
 
 85 %
of total potential
  
Expected Return
 0.24
  actual daily
 
 4 %
of total potential
  
Risk-Adjusted Return
 0.14
  actual daily
 
 9 %
of total potential
  
Based on monthly moving average Halliburton is performing at about 9% 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 Halliburton by adding it to a well-diversified portfolio.

Dividends

Halliburton Dividends Analysis
Check Halliburton dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
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Please also check Risk vs Return Analysis. Please also try Equity Search module to search for activelly-traded equities including funds and etfs from over 30 global markets.