|α||(average alpha)||=||0.22||β||(beta)||=||(1.09)||30 days against GSPC|
|Risk Adjusted Performance 0.082||Jensen Alpha 0.2042||Total Risk Alpha 0.0994||Sortino Ratio 0.1366||Treynor Ratio (0.16)|
LGELECTRONICS Market Performance
92% of all equities and portfolios perform better than LGELECTRONICS. Compared with the overall equity markets, risk-adjusted returns on investments in LGELECTRONICS are ranked lower than 8 (%) of all global equities and portfolios over the last 30 days. More Info
LGELECTRONICS Return and Market Media
The median price of LGELECTRONICS for the period between Tue, Nov 12, 2013 and Thu, Dec 12, 2013 is 66700.0 with a coefficient of variation of 1.49. The daily time series for the period is distributed with a sample standard deviation of 997.16, arithmetic mean of 66710.53, and mean deviation of 747.92. The Stock did not receive any noticable media coverage during the period.