J M Performance

J M has performance score of 7 on a scale of 0 to 100. The company retains Market Volatility (i.e. Beta) of 0.811 which attests that as returns on market increase, J M returns are expected to increase less than the market. However during bear market, the loss on holding J M will be expected to be smaller as well.. Although it is extremely important to respect The J M current price history, it is beter to be realistic about what you can do with the information about equity current price movements. The philosophy towards determining 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 evaluating The J M technical indicators you can presently evaluate if the expected return of 0.0906% will be sustainable into the future. The J M right now retains risk of 0.867%. Please check out J M Potential Upside, and the relationship between Total Risk Alpha and Kurtosis to decide if J M will be following its current trading patterns.
Investment Horizon     30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  13,349  in The J M Smucker Company on January 21, 2017 and sell it today you would earn a total of  246.00  from holding The J M Smucker Company or generate 1.84% return on investment over 30 days. The J M Smucker Company is generating 0.0906% of daily returns assuming volatility of 0.867% 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 (%) 
Benchmark  Embed   Risk (%) 
Considering 30-days investment horizon, The J M Smucker Company is expected to generate 1.58 times less return on investment than the market. In addition to that, the company is 2.09 times more volatile than its market benchmark. It trades about 0.1 of its total potential returns per unit of risk. The NYSE is currently generating roughly 0.34 per unit of volatility.

Operating Margin
The J M Operating Margin
Based on recorded statements The J M Smucker Company has Operating Margin of 17.01%. This is much higher than that of the sector, and significantly higher than that of Operating Margin 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.

J M Daily Price Distribution

The median price of J M for the period between Sat, Jan 21, 2017 and Mon, Feb 20, 2017 is 137.19 with a coefficient of variation of 1.45. The daily time series for the period is distributed with a sample standard deviation of 1.97, arithmetic mean of 136.47, and mean deviation of 1.72. The Stock received some media coverage during the period.

Risk-adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in The J M Smucker Company are ranked lower than 7 (%) of all global equities and portfolios over the last 30 days.
One Month Efficiency
J M Sharpe Ratio = 0.1045
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Estimated Market Risk

 0.87
  actual daily
 
 92 %
of total potential
 
Market Risk score

Expected Return

 0.09
  actual daily
 
 2 %
of total potential
 
Expected Return score

Risk-Adjusted Return

 0.1
  actual daily
 
 7 %
of total potential
 
Risk-Adjusted Return score
Based on monthly moving average J M is performing at about 7% 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 J M by adding it to a well-diversified portfolio.
Dividends
The J M Dividends Analysis
Check The J M dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
Check Dividends