Alpha and Beta Analysis
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 | (alpha) | = | 0.05 |  | (beta) | = | (0.18) | 30 days against S&P 500 |
| Risk Adjusted Performance (0.0008) | Jensen Alpha 0.034 | Total Risk Alpha (0.65) | Sortino Ratio (0.23) | Treynor Ratio 0.1191 |
Samsung Probability Of Bankruptcy
Samsung Electronics Co Ltd has less than 6.5 (%) percent chance of experiencing financial distress in the next 2 years of operations. | 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. |
Samsung Return and Market MediaThe median price of Samsung for the period between Sun, Apr 21, 2013 and Tue, May 21, 2013 is 1500000.0 with a coefficient of variation of 1.13. The daily time series for the period is distributed with a sample standard deviation of 16948.66, arithmetic mean of 1500571.43, and mean deviation of 13891.16. The Stock did not receive any noticable media coverage during the period.
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