|α||(average alpha)||=||(0.12)||β||(beta)||=||0.15||30 days against GSPC|
|Risk Adjusted Performance (0.04)||Jensen Alpha (0.13)||Total Risk Alpha (0.20)||Sortino Ratio (0.09)||Treynor Ratio (0.75)|
Samsung Market Performance
Over the last 30 days Samsung Electronics Co Ltd has generated negative risk-adjusted returns adding no value to investors with long positions. More Info
Samsung Return and Market Media
The median price of Samsung for the period between Tue, Nov 12, 2013 and Thu, Dec 12, 2013 is 1461000.0 with a coefficient of variation of 1.64. The daily time series for the period is distributed with a sample standard deviation of 23809.46, arithmetic mean of 1455904.76, and mean deviation of 20013.61. The Stock did not receive any noticable media coverage during the period.