Alpha and Beta Analysis
|
|
|
![]() | (alpha) | = | (0.39) | ![]() | (beta) | = | (0.33) | 30 days against S&P 500 |
| Risk Adjusted Performance (0.16) | Jensen Alpha (0.40) | Total Risk Alpha (0.91) | Sortino Ratio (0.33) | Treynor Ratio 1.43 |
LGELECTRONICS Probability Of Bankruptcy
LGELECTRONICS has less than 43.4 (%) percent chance of experiencing financial distress in the next 2 years of operations. | LGELECTRONICS Market Performance
Over the last 30 days LGELECTRONICS has generated negative risk-adjusted returns adding no value to investors with long positions. |
LGELECTRONICS Return and Market MediaThe median price of LGELECTRONICS for the period between Thu, Apr 25, 2013 and Sat, May 25, 2013 is 85100.0 with a coefficient of variation of 2.96. The daily time series for the period is distributed with a sample standard deviation of 2513.53, arithmetic mean of 85054.55, and mean deviation of 1900.0. The Stock did not receive any noticable media coverage during the period.
|