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A profitability trend is the evolution of profit within a business. An upward trend means that profit has generally increased over time in the short or long run. A downward profitability trend means profits are declining. Recognizing problems early in profitability trends gives you a better chance to address revenue and cost issues in play.
Profitability refers to a company's relative ability to generate a profit currently and into the future. However, a new business may not have yielded a quarterly profit, but it could have increasing profitability if its profit trend is improving.
On the contrary, an established business may have generated profit in a recent period, while its recent profitability trends call its future viability into question. In the long run, net profitability is vital to achieving for-profit business objectives. However, profit trends are often a strong sign as to big-picture profitability.
The demonstration of Profitability Trend performance shows the comparison of different quantile portfolios. Portfolios were rebalanced monthly using a market-cap weighted method, with 20 bps deducted as costs per transaction.
| Annual Return |
| Cumulative Return |
| Volatility |
| Sharpe ratio |
| Calmar ratio |
| Max Drawdown |
| Omega ratio |
| Sortino ratio |
| Skew |
| Kurtosis |
| Tail ratio |
| Monthly value at risk |
| Alpha |
| Beta |
| SPY |
| 9.01% |
| 576.79 |
| 14.55% |
| 0.67 |
| 0.17 |
| -52.56% |
| 1.65 |
| 1.00 |
| -0.60 |
| 1.40 |
| 0.98 |
| -0.06 |
| 0.00% |
| 1.00 |
| Q1 | Q2 | Q3 | Q4 | Q5 | Q6 | Q7 | Q8 | Q9 | Q10 |
| 11.41% | 7.91% | 8.75% | 10.00% | 8.93% | 9.34% | 10.46% | 10.69% | 10.65% | 9.53% |
| 996.44 | 440.17 | 542.29 | 726.44 | 566.58 | 623.05 | 806.39 | 849.27 | 843.05 | 652.52 |
| 20.31% | 18.19% | 19.51% | 18.67% | 17.59% | 17.19% | 16.90% | 17.00% | 16.50% | 17.61% |
| 0.64 | 0.51 | 0.53 | 0.61 | 0.58 | 0.61 | 0.67 | 0.68 | 0.70 | 0.61 |
| 0.22 | 0.14 | 0.17 | 0.18 | 0.19 | 0.19 | 0.21 | 0.21 | 0.24 | 0.23 |
| -52.63% | -54.55% | -50.75% | -56.48% | -45.99% | -48.74% | -48.81% | -50.34% | -45.17% | -42.02% |
| 1.72 | 1.53 | 1.57 | 1.65 | 1.58 | 1.61 | 1.68 | 1.70 | 1.73 | 1.59 |
| 1.04 | 0.77 | 0.80 | 0.94 | 0.89 | 0.94 | 1.08 | 1.08 | 1.11 | 0.96 |
| 0.18 | -0.40 | -0.31 | -0.13 | -0.24 | -0.19 | -0.07 | -0.20 | -0.13 | 0.01 |
| 4.96 | 4.81 | 6.62 | 4.31 | 2.97 | 2.48 | 1.90 | 2.66 | 1.85 | 2.36 |
| 1.30 | 1.18 | 1.02 | 1.08 | 1.05 | 1.24 | 1.16 | 1.13 | 1.18 | 1.18 |
| -0.09 | -0.08 | -0.08 | -0.08 | -0.07 | -0.07 | -0.07 | -0.07 | -0.07 | -0.07 |
| 4.17% | 0.95% | 1.27% | 2.47% | 1.68% | 2.15% | 3.20% | 3.47% | 3.56% | 2.44% |
| 1.12 | 1.08 | 1.17 | 1.14 | 1.09 | 1.07 | 1.06 | 1.05 | 1.02 | 1.06 |