Apple Performance

On a scale of 0 to 100 Apple holds performance score of 29. The firm shows Beta (market volatility) of -0.1791 which signifies that as returns on market increase, returns on owning Apple are expected to decrease at a much smaller rate. During bear market, Apple is likely to outperform the market.. Although it is vital to follow to Apple Inc historical returns, it is good to be conservative about what you can actually do with the information about equity current trading patterns. The philosophy towards foreseeing 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-seven technical indicators for Apple Inc which you can use to evaluate performance of the firm. Please makes use of Apple Inc Downside Variance, and the relationship between Treynor Ratio and Kurtosis to make a quick decision on weather Apple price patterns will revert.
Investment Horizon     30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  12,163  in Apple Inc on January 28, 2017 and sell it today you would earn a total of  1,503  from holding Apple Inc or generate 12.36% return on investment over 30 days. Apple Inc is currenly generating 0.593% of daily expected returns and assumes 1.385% risk (volatility on return distribution) over the 30 days horizon. In different words, 13% of equities are less volatile than Apple Inc and 87% of traded equity instruments are projected to make higher returns than the company over the 30 days investment horizon.
 Daily Expected Return (%) 
Benchmark  Embed   Risk (%) 
Given the investment horizon of 30 days, Apple Inc is expected to generate 4.14 times more return on investment than the market. However, the company is 4.14 times more volatile than its market benchmark. It trades about 0.43 of its potential returns per unit of risk. The NYSE is currently generating roughly 0.44 per unit of risk.

Operating Margin
Apple Inc Operating Margin
Based on recorded statements Apple Inc has Operating Margin of 27.84%. This is much higher than that of the IT sector, and significantly higher than that of Computers Phones And Devices industry, The Operating Margin for all stocks is over 1000% lower than the firm.
A good Operating Margin is required for a company to be able to pay for its fixed costs or pay out its debt which implies that the higher the margin, the better. This ratio is most effective in evaluating the earning potential of a company over time when comparing it against firm's competitors.

Apple Daily Price Distribution

The median price of Apple for the period between Sat, Jan 28, 2017 and Mon, Feb 27, 2017 is 132.12 with a coefficient of variation of 4.31. The daily time series for the period is distributed with a sample standard deviation of 5.63, arithmetic mean of 130.69, and mean deviation of 4.64. The Stock received some media coverage during the period.

Risk-adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Apple Inc are ranked lower than 29 (%) of all global equities and portfolios over the last 30 days.
One Month Efficiency
Apple Sharpe Ratio = 0.4282
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Estimated Market Risk

 1.39
  actual daily
 
 87 %
of total potential
 
Market Risk score

Expected Return

 0.59
  actual daily
 
 13 %
of total potential
 
Expected Return score

Risk-Adjusted Return

 0.43
  actual daily
 
 29 %
of total potential
 
Risk-Adjusted Return score
Based on monthly moving average Apple is performing at about 29% 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 Apple by adding it to a well-diversified portfolio.
Dividends
Apple Inc Dividends Analysis
Check Apple Inc dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
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