Disney Performance

Disney has performance score of 14 on a scale of 0 to 100. The firm shows Beta (market volatility) of -0.2139 which denotes to the fact that as returns on market increase, returns on owning Disney are expected to decrease at a much smaller rate. During bear market, Disney is likely to outperform the market.. Although it is extremely important to respect The Walt Disney historical returns, it is beter to be realistic about what you can do with the information about equity current trading patterns. The philosophy in predicting 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 reviewing The Walt Disney technical indicators you can presently evaluate if the expected return of 0.093% will be sustainable into the future. The Walt Disney right now shows risk of 0.4472%. Please confirm The Walt Disney Standard Deviation as well as the relationship between Maximum Drawdown and Expected Short fall to decide if The Walt Disney will be following its price patterns.
Investment Horizon     30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  11,023  in The Walt Disney Company on February 26, 2017 and sell it today you would earn a total of  215.00  from holding The Walt Disney Company or generate 1.95% return on investment over 30 days. The Walt Disney Company is generating 0.093% of daily returns assuming volatility of 0.4472% on return distribution over 30 days investment horizon. In other words, 4% 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 (%) 
Benchmark  Embed    Risk (%) 
Considering 30-days investment horizon, The Walt Disney Company is expected to generate 0.81 times more return on investment than the market. However, the company is 1.24 times less risky than the market. It trades about 0.21 of its potential returns per unit of risk. The NYSE is currently generating roughly -0.11 per unit of risk.

Operating Margin
The Walt Disney Operating Margin
Based on recorded statements The Walt Disney Company has Operating Margin of 25.99%. This is much higher than that of the Consumer sector, and significantly higher than that of Entertainment And Broadcasting 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.

Disney Daily Price Distribution

The median price of Disney for the period between Sun, Feb 26, 2017 and Tue, Mar 28, 2017 is 111.71 with a coefficient of variation of 0.72. The daily time series for the period is distributed with a sample standard deviation of 0.81, arithmetic mean of 111.5, and mean deviation of 0.68. The Stock did not receive any noticable media coverage during the period.

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in The Walt Disney Company are ranked lower than 14 (%) of all global equities and portfolios over the last 30 days.
One Month Efficiency
Disney Sharpe Ratio = 0.2079
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Estimated Market Risk

  actual daily
 96 %
of total potential
Market Risk score

Expected Return

  actual daily
 2 %
of total potential
Expected Return score

Risk-Adjusted Return

  actual daily
 14 %
of total potential
Risk-Adjusted Return score
Based on monthly moving average Disney is performing at about 14% 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 Disney by adding it to a well-diversified portfolio.
The Walt Disney Dividends Analysis
Check The Walt Disney dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
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