Halliburton Performance

HAL -- USA Stock  

USD 44.96  0.24  0.53%

Macroaxis gives Halliburton performance score of 0 on a scale of 0 to 100. The company retains Market Volatility (i.e. Beta) of -0.5017 which attests that as returns on market increase, returns on owning Halliburton are expected to decrease at a much smaller rate. During bear market, Halliburton is likely to outperform the market.. Even though it is essential to pay attention to Halliburton current price history, it is always good to be careful when utilizing equity current price movements. Macroaxis philosophy towards determining 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. Halliburton exposes twenty-one different technical indicators which can help you to evaluate its performance. Halliburton has expected return of -0.1005%. Please be advised to check out Halliburton Jensen Alpha as well as the relationship between Potential Upside and Skewness to decide if Halliburton past performance will be repeated at some point in the near future.
 Time Horizon     30 Days    Login   to change

Halliburton Relative Risk vs. Return Landscape

If you would invest  4,622  in Halliburton Company on June 22, 2018 and sell it today you would lose (102.00)  from holding Halliburton Company or give up 2.21% of portfolio value over 30 days. Halliburton Company is generating negative expected returns assuming volatility of 1.0964% on return distribution over 30 days investment horizon. In other words, 10% 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, Halliburton Company is expected to under-perform the market. In addition to that, the company is 1.92 times more volatile than its market benchmark. It trades about -0.09 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.12 per unit of volatility.

Halliburton Market Risk Analysis

Sharpe Ratio = -0.0916
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Halliburton Relative Performance Indicators

Estimated Market Risk
 1.1
  actual daily
 
 90 %
of total potential
  
Expected Return
 -0.1
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.09
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Halliburton 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 Halliburton by adding it to a well-diversified portfolio.

Performance Rating

Halliburton Company Risk Adjusted Performance Analysis
0 

Risk-Adjusted Performance

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

Halliburton Alerts

Equity Alerts and Improvement Suggestions
Halliburton generates negative expected return over the last 30 days
Halliburton has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial commitments
The company reported last year revenue of 22.08 B. Reported Net Loss for the year was (366 M) with profit before taxes, overhead, and interest of 2.27 B.
Over 82.0% of the company shares are owned by institutional investors
On June 5, 2018 Halliburton paid $ 0.18 per share dividend to its current shareholders
Latest headline from www.nasdaq.com: Halliburton exotic insider transaction detected

Halliburton Dividends Analysis

Check Halliburton dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
Check Dividends  
Please also check Risk vs Return Analysis. Please also try Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
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