Halliburton Performance

Halliburton Company -- USA Stock  

USD 52.85  0.16  0.3%

On a scale of 0 to 100 Halliburton holds performance score of 31. The company retains Market Volatility (i.e. Beta) of 0.5074 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 vital to follow to Halliburton current price history, it is good to be conservative about what you can actually do with the information regarding 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. We have found twenty technical indicators for Halliburton which you can use to evaluate performance of the corporation. Please utilizes Halliburton Treynor Ratio as well as the relationship between Downside Variance and Kurtosis 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  4,817  in Halliburton Company on December 21, 2017 and sell it today you would earn a total of  484  from holding Halliburton Company or generate 10.05% return on investment over 30 days. Halliburton Company is generating 0.5107% of daily returns assuming volatility of 1.0832% on return distribution over 30 days investment horizon. In other words, 10% of equities are less volatile than the company and above 91% 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 2.33 times more return on investment than the market. However, the company is 2.33 times more volatile than its market benchmark. It trades about 0.47 of its potential returns per unit of risk. The DOW is currently generating roughly 0.55 per unit of risk.

Halliburton Daily Price Distribution

The median price of Halliburton for the period between Thu, Dec 21, 2017 and Sat, Jan 20, 2018 is 51.63 with a coefficient of variation of 4.86. The daily time series for the period is distributed with a sample standard deviation of 2.45, arithmetic mean of 50.33, and mean deviation of 2.15. The Stock received some media coverage during the period.
31 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Halliburton Company are ranked lower than 31 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Halliburton Sharpe Ratio = 0.4715
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Estimated Market Risk

 1.08
  actual daily
 
 91 %
of total potential
  

Expected Return

 0.51
  actual daily
 
 9 %
of total potential
  

Risk-Adjusted Return

 0.47
  actual daily
 
 31 %
of total potential
  
Based on monthly moving average Halliburton is performing at about 31% 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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