Tiffany Performance

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 and Skewness to decide if Tiffany will be following its existing price patterns.
 Time Horizon     30 Days    Login   to change

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 (%) 
      Risk (%) 
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.
10 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Tiffany Co are ranked lower than 10 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Tiffany Sharpe Ratio = 0.1535
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Estimated Market Risk

 0.9
  actual daily
 
 92 %
of total potential
  

Expected Return

 0.14
  actual daily
 
 2 %
of total potential
  

Risk-Adjusted Return

 0.15
  actual daily
 
 10 %
of total potential
  
Based on monthly moving average Tiffany is performing at about 10% 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 Tiffany by adding it to a well-diversified portfolio.

Dividends

Tiffany Co Dividends Analysis
Check Tiffany Co dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
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