|α||(average alpha)||=||(0.45)||β||(beta)||=||(0.23)||30 days against GSPC|
|Risk Adjusted Performance (0.09)||Jensen Alpha (0.47)||Total Risk Alpha (0.61)||Sortino Ratio (0.16)||Treynor Ratio 2.14|
Orise Market Performance
Over the last 30 days Orise Technology Co Ltd has generated negative risk-adjusted returns adding no value to investors with long positions. More Info
Orise Return and Market Media
The median price of Orise for the period between Wed, Nov 6, 2013 and Fri, Dec 6, 2013 is 44.7 with a coefficient of variation of 6.76. The daily time series for the period is distributed with a sample standard deviation of 3.09, arithmetic mean of 45.75, and mean deviation of 2.8. The Stock did not receive any noticable media coverage during the period.