PADINI HOLDINGS Alpha and Beta Analysis

1.41  0.00  0.00%
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.


α (average alpha)=0.0018    β (beta)=0.07    
30 days against NYA
Risk Adjusted Performance  0.2132Jensen Alpha  0.3663Total Risk Alpha  0.0915Sortino Ratio  0.0976Treynor Ratio  (2.14)

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 Wed, Sep 9, 2015 and Fri, Oct 9, 2015 is 1.37 with a coefficient of variation of 2.8. The daily time series for the period is distributed with a sample standard deviation of 0.04, arithmetic mean of 1.36, and mean deviation of 0.03. The Stock did not receive any noticable media coverage during the period.
Price Growth (%)
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