Apple (Peru) Performance
| AAPL Stock | 212.45 3.05 1.42% |
The firm shows a Beta (market volatility) of 0.24, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Apple's returns are expected to increase less than the market. However, during the bear market, the loss of holding Apple is expected to be smaller as well. At this point, Apple Inc has a negative expected return of -0.27%. Please make sure to confirm Apple's total risk alpha, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if Apple Inc performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Apple Inc has generated negative risk-adjusted returns adding no value to investors with long positions. Despite inconsistent performance in the last few months, the Stock's forward indicators remain fairly strong which may send shares a bit higher in April 2025. The recent confusion may also be a sign of long-lasting up-swing for the firm traders. ...more
Apple |
Apple Relative Risk vs. Return Landscape
If you would invest 25,000 in Apple Inc on December 14, 2024 and sell it today you would lose (3,755) from holding Apple Inc or give up 15.02% of portfolio value over 90 days. Apple Inc is generating negative expected returns and assumes 1.692% volatility on return distribution over the 90 days horizon. Simply put, 15% of stocks are less volatile than Apple, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Apple Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Apple's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Apple Inc, and traders can use it to determine the average amount a Apple's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.1573
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| Negative Returns | AAPL |
Estimated Market Risk
| 1.69 actual daily | 15 85% of assets are more volatile |
Expected Return
| -0.27 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.16 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Apple is not performing at its full potential. However, 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 Apple to a well-diversified portfolio.
About Apple Performance
By evaluating Apple's fundamental ratios, stakeholders can gain valuable insights into Apple's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Apple has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Apple has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
Things to note about Apple Inc performance evaluation
Checking the ongoing alerts about Apple for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Apple Inc help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Apple Inc generated a negative expected return over the last 90 days |
- Analyzing Apple's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Apple's stock is overvalued or undervalued compared to its peers.
- Examining Apple's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Apple's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Apple's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Apple's stock. These opinions can provide insight into Apple's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Apple Stock analysis
When running Apple's price analysis, check to measure Apple's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Apple is operating at the current time. Most of Apple's value examination focuses on studying past and present price action to predict the probability of Apple's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Apple's price. Additionally, you may evaluate how the addition of Apple to your portfolios can decrease your overall portfolio volatility.
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