PADINI Alpha and Beta Analysis

1.37  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.

PADINI Market Premiums

α (average alpha)=0.37    β (beta)=0.18    
30 days against NYA
Risk Adjusted Performance  (0.01)Jensen Alpha  (0.22)Total Risk Alpha  0.466Sortino Ratio  0.0Treynor Ratio  0.0536

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 Sun, Aug 2, 2015 and Tue, Sep 1, 2015 is 1.34 with a coefficient of variation of 2.01. The daily time series for the period is distributed with a sample standard deviation of 0.03, arithmetic mean of 1.34, and mean deviation of 0.02. The Stock did not receive any noticable media coverage during the period.
Price Growth (%)
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