|Tiffany Co -- USA Stock|| |
USD 107.77 0.28 0.26%
Tiffany has performance score of 10 on a scale of 0 to 100. The entity has beta of 0.8827 which indicates Tiffany returns are very sensitive to returns on the market. as market goes up or down, Tiffany is expected to follow.. Although it is extremely important to respect Tiffany Co
current price movements, it is better to be realistic regarding the information on 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 Tiffany Co technical indicators
you can presently evaluate if the expected return of 0.138% will be sustainable into the future. Tiffany Co
right now has a risk of 0.8991%. Please validate Tiffany Jensen Alpha
as well as the relationship
between Potential Upside
to decide if Tiffany will be following its existing price patterns
Tiffany Co Relative Risk vs. Return Landscape
If you would invest 10,520
in Tiffany Co on December 23, 2017
and sell it today you would earn a total of 257
from holding Tiffany Co or generate 2.44%
return on investment over 30
days. Tiffany Co is generating 0.138% of daily returns assuming volatility of 0.8991% on return distribution over 30 days investment horizon. In other words, 8% of equities are less volatile than the company and above 98% of equities are expected to generate higher returns over the next 30 days.
Daily Expected Return (%)
Considering 30-days investment horizon, Tiffany Co is expected to generate 2.11 times less return on investment than the market. In addition to that, the company is 1.94 times more volatile than its market benchmark. It trades about 0.15 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.63 per unit of volatility.
Tiffany Daily Price Distribution
The median price of Tiffany for the period between Sat, Dec 23, 2017 and Mon, Jan 22, 2018 is 106.54 with a coefficient of variation of 2.53. The daily time series for the period is distributed with a sample standard deviation of 2.67, arithmetic mean of 105.42, and mean deviation of 2.16. The Stock did not receive any noticable media coverage during the period.