Apple Performance

AAPL -- USA Stock  

USD 204.50  1.16  0.56%

On a scale of 0 to 100 Apple holds performance score of 14. The firm shows Beta (market volatility) of 1.5699 which signifies that as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Apple will likely underperform. Although it is vital to follow to Apple historical returns, it is good to be conservative about what you can actually do with the information regarding equity current trending 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 technical indicators you can presently evaluate if the expected return of 0.2788% will be sustainable into the future. Please makes use of Apple Jensen Alpha as well as the relationship between Potential Upside and Skewness to make a quick decision on weather Apple price patterns will revert.
1414

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Apple are ranked lower than 14 (%) of all global equities and portfolios over the last 30 days. Even with considerably conflicting technical indicators, Apple revealed solid returns over the last few months and may actually be approaching a breakup point.
Quick Ratio1.13
Fifty Two Week Low142.00
Target High Price300.00
Payout Ratio24.46%
Fifty Two Week High233.47
Target Low Price150.00
Trailing Annual Dividend Yield1.43%
Horizon     30 Days    Login   to change

Apple Relative Risk vs. Return Landscape

If you would invest  18,309  in Apple on June 19, 2019 and sell it today you would earn a total of  2,257  from holding Apple or generate 12.33% return on investment over 30 days. Apple is currently generating 0.2788% of daily expected returns and assumes 1.289% risk (volatility on return distribution) over the 30 days horizon. In different words, 11% of equities are less volatile than Apple and 95% of traded equity instruments are projected to make higher returns than the company over the 30 days investment horizon.
 Daily Expected Return (%) 
      Risk (%) 
Given the investment horizon of 30 days, Apple is expected to generate 1.98 times more return on investment than the market. However, the company is 1.98 times more volatile than its market benchmark. It trades about 0.22 of its potential returns per unit of risk. The DOW is currently generating roughly 0.21 per unit of risk.

Apple Market Risk Analysis

Sharpe Ratio = 0.2163
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Apple Relative Performance Indicators

Estimated Market Risk
 1.29
  actual daily
 
 11 %
of total potential
 
1111
Expected Return
 0.28
  actual daily
 
 5 %
of total potential
 
55
Risk-Adjusted Return
 0.22
  actual daily
 
 14 %
of total potential
 
1414
Based on monthly moving average Apple 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 Apple by adding it to a well-diversified portfolio.

Apple Alerts

Equity Alerts and Improvement Suggestions

Apple has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations
About 61.0% of the company shares are held by institutions such as insurance companies

Apple Dividends

Apple Dividends Analysis

Check Apple dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
Check Dividends  
Check also Trending Equities. Please also try Chance of Distress module to get analysis of equity chance of financial distress in the next 2 years.
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