Sprint Performance

Sprint Corporation -- USA Stock  

USD 6.00  0.04  0.67%

On a scale of 0 to 100 Sprint holds performance score of 6. The entity has beta of 0.113 which indicates as returns on market increase, Sprint returns are expected to increase less than the market. However during bear market, the loss on holding Sprint will be expected to be smaller as well.. Although it is vital to follow to Sprint current price movements, it is good to be conservative about what you can actually do with the information regarding equity historical returns. The philosophy towards measuring 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 inspecting Sprint technical indicators you can presently evaluate if the expected return of 0.3062% will be sustainable into the future. Please operates Sprint Information Ratio and Downside Variance to make a quick decision on weather Sprint existing price patterns will revert.
 Time Horizon     30 Days    Login   to change

Sprint Relative Risk vs. Return Landscape

If you would invest  535.00  in Sprint Corporation on March 23, 2018 and sell it today you would earn a total of  65.00  from holding Sprint Corporation or generate 12.15% return on investment over 30 days. Sprint Corporation is generating 0.3062% of daily returns and assumes 2.9507% volatility on return distribution over the 30 days horizon. Put is differently, 27% of equities are less volatile than the company and over 95% of traded equities are expected to make higher returns on investment over the next 30 days.
 Daily Expected Return (%) 
      Risk (%) 
Taking into account the 30 trading days horizon, Sprint Corporation is expected to generate 2.11 times more return on investment than the market. However, the company is 2.11 times more volatile than its market benchmark. It trades about 0.1 of its potential returns per unit of risk. The DOW is currently generating roughly -0.02 per unit of risk.

Performance Rating

Sprint Corporation Risk Adjusted Performance Analysis
6 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Sprint Corporation are ranked lower than 6 (%) of all global equities and portfolios over the last 30 days.

2 Months Efficiency

Sprint Sharpe Ratio = 0.1038
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Estimated Market Risk
 2.95
  actual daily
 
 73 %
of total potential
  
Expected Return
 0.31
  actual daily
 
 5 %
of total potential
  
Risk-Adjusted Return
 0.1
  actual daily
 
 6 %
of total potential
  
Based on monthly moving average Sprint is performing at about 6% 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 Sprint by adding it to a well-diversified portfolio.
Also please take a look at World Market Map. Please also try Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of macroaxis ideas.