Macroaxis: Personalized Investing

Personalized Investing and

Digital Wealth Optimization

4863    4197    5235SS    9059    Benchmark  United States  NYSE  11,058   111.2969  -0.9964% 

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PADINI alpha and beta analysis  

1.2  0.00  0.00%
Investment horizon:  
  30 Days    Login   to change
Run Premiums
This module allows you to check different measures of market premium for PADINI HOLDINGS BHD as well as systematic risk associated with investing in PADINI over a specified time horizon. See also PADINI Backtesting, PADINI Valuation, PADINI Correlation, PADINI Prediction, PADINI Volatility, PADINI History and analyze PADINI Performance

PADINI Market Premiums

α (average alpha)= 0.00     β (beta)= 0.00     
30 days against NYA
Risk Adjusted Performance  (0.08)Jensen Alpha  (1.22)Total Risk Alpha  (1.58)Sortino Ratio  0.0Treynor Ratio  (0.26)

PADINI expected buy-and-hold returns


PADINI Market Price Analysis

Price Series Summation
Price Series Division
Inverse Tangent Over Price Movement
Price Ceiling Movement
Aroon Oscillator
Balance Of Power
Bollinger Bands
Double Exponential Moving Average
Belt hold
Hanging Man

PADINI Return and Market Media

The median price of PADINI for the period between Thu, Mar 19, 2015 and Sat, Apr 18, 2015 is 1.61 with a coefficient of variation of 6.95. The daily time series for the period is distributed with a sample standard deviation of 0.11, arithmetic mean of 1.63, and mean deviation of 0.06. The Stock did not receive any noticable media coverage during the period.
Price Growth (%)
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