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005380 012330 051910 000270 Consumer Investing Diversified Assets Healthcare Funds 
Benchmark SP 500  1,650   0.91  Index Moved Down -0.06% ...


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Alpha and Beta Analysis

 
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Investment horizon: 
  30 Days    Login   to change
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Macroaxis does not give investment advice. However this page provides you with the information you may use to make an intelligent buy, sell, or hold decision applied to your particular trading strategy or market timing initiative. See also LGELECTRONICS Backtesting, LGELECTRONICS Valuation, LGELECTRONICS Correlation, LGELECTRONICS Prediction, LGELECTRONICS Volatility, LGELECTRONICS History and anaylize LGELECTRONICS Performance

LGELECTRONICS

    
alpha for LGELECTRONICS (alpha)=(0.39)    beta for LGELECTRONICS (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

    
Chance of
Bankruptcy
Less
Than
43%
In The Next
Two Years
LGELECTRONICS has less than 43.4 (%) percent chance of experiencing financial distress in the next 2 years of operations.
    
   

LGELECTRONICS Market Performance

    
LGELECTRONICS
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days LGELECTRONICS has generated negative risk-adjusted returns adding no value to investors with long positions.
    

LGELECTRONICS Return and Market Media

    
The 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.
LGELECTRONICS         SP 500
Price Growth (%)
 
    
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