R
RYDER SYSTEM INC

51.32 -1.22 (-2.38%) Sell

R investors incur serious losses

13 min read

R ranked among the worst performers today. On a longer term basis, investors in RYDER SYSTEM INC made +0.01% per day. Friday's performance of -2.38% was a underperformance compared to it's daily average.

[Themes containing R]

Buy-and-Hold investors in R experienced a maximum drawdown of -34.88% over the last three months. It delivered -34.88% during this strong bearish trending period. There were both Long and Short signals during this period, where the short signals were significantly more profitable than the long signals. The net profit from Short signals was +31.35%.

Trend

R has been underperforming the SP500 index in recent time. It showed significant underperformance (compared to the SP500 index) from 7 Dec, 2016 to 6 Dec, 2018. Over the last 2 years 11 months and 3 days, R underperformed the SP500 index on 47% days. Which indicates that on days R underperforms the SP500 index, it's performance is marginally worse than on the days it outperforms the SP500 index.

During the last three months R was mostly loss making and delivered on average -0.66% per day. It's best return during this period (of +4.21%) was on Monday, 26 Nov, 2018. While it's worst loss in the same period (of -6.15%) was on Friday, 26 Oct, 2018. The longest stort-term trend during this period was 5 losing days, which started on 19 Sep, 2018 and ended on 25 Sep, 2018. This bearish trend lost -3.99% of investor capital.

The last 12 months saw R's investors making profits in 5 months and incurring losses in 7 months. R was less consistent in delivering monthly returs than SP500 index. R was also a more risky investment than SP500 index as it's worst month in the last year, Oct 2018, returned -24.46% compared to -7.28% returned by SP500 index in Oct 2018. R had a longer winning streak of losing months than SP500 index. It went down in 3 straight months (from Aug 2018 to Oct 2018) during which period it delivered -31.23%.

"The best thing money can buy is financial freedom.

R is currently seeing overall fall in volatility. In comparison, the SP500 index is seeing increase in volatility. During the last three months, there was a significant surge in R's volatility from 1 Oct, 2018 to 29 Oct, 2018. While there was a significant surge in the SP500 index's volatility from 10 Sep, 2018 to 29 Oct, 2018.

Advanced/professional short-term investors should note that R has significant positive skewness in it's return distribution. This indicates that investors can expect R to recover from drawdowns quickly. Which makes R a good candidate for investing on short-term bullish trends or even counter-trends hoping for a pull-back.

SP500 index has more chance of extreme outcomes than R. Therefore, SP500 must receive a lower allocation than R in your portfolio. R usually has shorter drawdown period than the SP500 index.

Based on your interest in R you may find it interesting to know that OPNT is highly volatile and investors investing in it must take extreme caution. Consider either reducing your exposure to OPNT or sufficiently diversifying your portfolio.

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