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
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 (%)
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.
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.