J M Performance

Macroaxis gives J M performance score of 0 on a scale of 0 to 100. The company retains Market Volatility (i.e. Beta) of -0.154 which attests that as returns on market increase, returns on owning J M are expected to decrease at a much smaller rate. During bear market, J M is likely to outperform the market.. Even though it is essential to pay attention to The J M current price history, it is always good to be careful when utilizing equity current price movements. Macroaxis philosophy towards determining future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. The J M exposes twenty-one different technical indicators which can help you to evaluate its performance. The J M has expected return of -0.2191%. Please be advised to check out J M Information Ratio as well as the relationship between Potential Upside and Kurtosis to decide if The J M past performance will be repeated at some point in the near future.
Investment Horizon     30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  13,289  in The J M Smucker Company on March 26, 2017 and sell it today you would lose (573.00)  from holding The J M Smucker Company or give up 4.31% of portfolio value over 30 days. The J M Smucker Company is generating negative expected returns assuming volatility of 0.4763% on return distribution over 30 days investment horizon. In other words, 4% of equities are less volatile than the company and above 99% 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 under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 1.09 times less risky than the market. the firm trades about -0.46 of its potential returns per unit of risk. The NYSE is currently generating roughly 0.1 of returns per unit of risk over similar time horizon.

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 Consumer sector, and significantly higher than that of Food Manufacturers 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 Sun, Mar 26, 2017 and Tue, Apr 25, 2017 is 129.44 with a coefficient of variation of 1.75. The daily time series for the period is distributed with a sample standard deviation of 2.27, arithmetic mean of 129.72, and mean deviation of 1.99. The Stock received some media coverage during the period.
0 

Risk-Adjusted Performance

Over the last 30 days The J M Smucker Company has generated negative risk-adjusted returns adding no value to investors with long positions.

One Month Efficiency

J M Sharpe Ratio = -0.4599
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Estimated Market Risk

 0.48
  actual daily
 
 96 %
of total potential
 
Market Risk score

Expected Return

 -0.22
  actual daily
 
 1 %
of total potential
 
Expected Return score

Risk-Adjusted Return

 -0.46
  actual daily
 
 1 %
of total potential
 
Risk-Adjusted Return score
Based on monthly moving average J M is performing at about 0% 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