Iteris Performance

ITI -- USA Stock  

Quarterly Earning Report: November 5, 2019  

The company retains Market Volatility (i.e. Beta) of 0.5384 which attests that as returns on market increase, Iteris returns are expected to increase less than the market. However during bear market, the loss on holding Iteris will be expected to be smaller as well. Even though it is essential to pay attention to Iteris 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. Iteris exposes twenty-one different technical indicators which can help you to evaluate its performance. Iteris has expected return of -0.009%. Please be advised to check out Iteris Variance as well as the relationship between Value At Risk and Skewness to decide if Iteris past performance will be repeated at some point in the near future.
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Risk-Adjusted Performance

Over the last 30 days Iteris has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable fundamental indicators, Iteris is not utilizing all of its potentials. The prevalent stock price disturbance, may contribute to mid-run losses for the stockholder.
Quick Ratio2.39
Fifty Two Week Low3.2400
Target High Price11.00
Fifty Two Week High6.6900
Target Low Price6.50
Horizon     30 Days    Login   to change

Iteris Relative Risk vs. Return Landscape

If you would invest  525.00  in Iteris on September 17, 2019 and sell it today you would lose (11.00)  from holding Iteris or give up 2.1% of portfolio value over 30 days. Iteris is generating negative expected returns assuming volatility of 2.216% on return distribution over 30 days investment horizon. In other words, 19% 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, Iteris is expected to under-perform the market. In addition to that, the company is 2.25 times more volatile than its market benchmark. It trades about 0.0 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.0 per unit of volatility.

Iteris Market Risk Analysis

Sharpe Ratio = -0.0041
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Iteris Relative Performance Indicators

Estimated Market Risk
 2.22
  actual daily
 
 19 %
of total potential
 
1919
Expected Return
 -0.01
  actual daily
 
 0 %
of total potential
 
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Risk-Adjusted Return
 0.0
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 0 %
of total potential
 
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Based on monthly moving average Iteris 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 Iteris by adding it to a well-diversified portfolio.

Iteris Alerts

Equity Alerts and Improvement Suggestions

Iteris generates negative expected return over the last 30 days
The company reported last year revenue of 100.25 M. Reported Net Loss for the year was (7.81 M) with profit before taxes, overhead, and interest of 38.61 M.
ITERIS INC has about 35.42 M in cash with (3.99 M) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 0.88.
Roughly 18.0% of the company shares are held by company insiders
Latest headline from mesaweekly.com: Amica Mutual Insurance Company Raised Its Position in Collectors Universe by 1.71 Million as Market Valuation Rose Fireeye Holder King Luther Capital Management Decreased Holding as Stock Value Declined - MS Wkly
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