PADINI HOLDINGS Alpha and Beta Analysis

1.52  0.07  4.40%
    Investment Horizon     30 Days    Login   to change
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    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 HOLDINGS over a specified time horizon. See also PADINI HOLDINGS Backtesting, PADINI HOLDINGS Valuation, PADINI HOLDINGS Correlation, PADINI HOLDINGS Prediction, PADINI HOLDINGS Volatility, PADINI HOLDINGS History and analyze PADINI HOLDINGS Performance

    PADINI HOLDINGS Market Premiums

    α (average alpha)=0.00    β (beta)=0.00    
    30 days against NYA
    Risk Adjusted Performance  0.1694Jensen Alpha  0.5106Total Risk Alpha  0.8327Sortino Ratio  0.2917Treynor Ratio  (0.45)

    PADINI HOLDINGS expected buy-and-hold returns


    PADINI HOLDINGS 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 HOLDINGS Return and Market Media

    The median price of PADINI HOLDINGS for the period between Sun, Nov 1, 2015 and Tue, Dec 1, 2015 is 1.39 with a coefficient of variation of 3.25. The daily time series for the period is distributed with a sample standard deviation of 0.05, arithmetic mean of 1.39, and mean deviation of 0.03. The Stock did not receive any noticable media coverage during the period.
    Price Growth (%)
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