Apple Performance

Apple has performance score of 12 on a scale of 0 to 100. The firm shows Beta (market volatility) of -0.5255 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 extremely important to respect Apple Inc historical returns, it is beter to be realistic about what you can 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. By analyzing Apple Inc technical indicators you can presently evaluate if the expected return of 0.1298% will be sustainable into the future. Apple Inc right now shows risk of 0.7175%. Please confirm Apple Inc Jensen Alpha as well as the relationship between Potential Upside and Skewness to decide if Apple Inc will be following its price patterns.
Investment Horizon     30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  13,693  in Apple Inc on February 25, 2017 and sell it today you would earn a total of  371.00  from holding Apple Inc or generate 2.71% return on investment over 30 days. Apple Inc is currenly generating 0.1298% of daily expected returns and assumes 0.7175% risk (volatility on return distribution) over the 30 days horizon. In different words, 7% of equities are less volatile than Apple Inc and 98% 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 1.29 times more return on investment than the market. However, the company is 1.29 times more volatile than its market benchmark. It trades about 0.18 of its potential returns per unit of risk. The NYSE is currently generating roughly -0.1 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, Feb 25, 2017 and Mon, Mar 27, 2017 is 139.755 with a coefficient of variation of 0.97. The daily time series for the period is distributed with a sample standard deviation of 1.35, arithmetic mean of 139.51, and mean deviation of 1.01. The Stock received some media coverage during the period.
12 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Apple Inc are ranked lower than 12 (%) of all global equities and portfolios over the last 30 days.
One Month Efficiency
Apple Sharpe Ratio = 0.1809
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Estimated Market Risk

 0.72
  actual daily
 
 93 %
of total potential
 
Market Risk score

Expected Return

 0.13
  actual daily
 
 2 %
of total potential
 
Expected Return score

Risk-Adjusted Return

 0.18
  actual daily
 
 12 %
of total potential
 
Risk-Adjusted Return score
Based on monthly moving average Apple is performing at about 12% 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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