Altaba Alpha and Beta Analysis Overview

AABA -- USA Stock  

USD 68.17  2.08  2.96%

This module allows you to check different measures of market premium for Altaba as well as systematic risk associated with investing in Altaba over a specified time horizon. Check also Altaba Backtesting, Altaba Valuation, Altaba Correlation, Altaba Hype Analysis, Altaba Volatility, Altaba History and analyze Altaba Performance.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

Altaba Market Premiums

α0.36β1.35
30 days against DJI
Risk Adjusted Performance  

0.05

Jensen Alpha  

0.36

Total Risk Alpha  

0.57

Sortino Ratio  

0.0

Treynor Ratio  

0.13

Altaba expected buy-and-hold returns

Altaba Market Price Analysis

Altaba Return and Market Media

The median price of Altaba for the period between Mon, Jul 23, 2018 and Wed, Aug 22, 2018 is 71.5 with a coefficient of variation of 3.69. The daily time series for the period is distributed with a sample standard deviation of 2.64, arithmetic mean of 71.54, and mean deviation of 2.04. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Sale by Kozel Edward of 3000 shares of Altaba08/01/2018
2
How Surprisingly Stock Hit Valuation Standards Altaba Inc.08/08/2018
3
Acquisition by Balogh Aristotle N of 52670 shares of Altaba ...08/14/2018
4
Sale by Kern Arthur of 400 shares of Altaba08/17/2018
5
Sale by Kern Arthur of 1200 shares of Altaba08/21/2018

Upcoming Events

Altaba Upcoming Company Events
Upcoming Quarterly ReportJuly 17, 2017
Next Earnings ReportOctober 17, 2017

Build Diversified Portfolios

Align your risk with return expectations
Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Check also Altaba Backtesting, Altaba Valuation, Altaba Correlation, Altaba Hype Analysis, Altaba Volatility, Altaba History and analyze Altaba Performance. Please also try Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .