Altaba Alpha and Beta Analysis

Altaba Inc -- USA Stock  

USD 70.6  0.93  1.3%

This module allows you to check different measures of market premium for Altaba Inc 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
Investment Horizon     30 Days    Login   to change
Symbol
Run Premiums

Altaba Market Premiums

α (average alpha)=0.048943    β (beta)=0.22    
30 days against DJI
Risk Adjusted Performance  0.0448Jensen Alpha  0.0496Total Risk Alpha  (0.31)Sortino Ratio  (0.065997)Treynor Ratio  0.4172

Altaba expected buy-and-hold returns

   

Altaba Market Price Analysis

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

Altaba Return and Market Media

The median price of Altaba for the period between Sun, Nov 12, 2017 and Tue, Dec 12, 2017 is 70.55 with a coefficient of variation of 1.9. The daily time series for the period is distributed with a sample standard deviation of 1.34, arithmetic mean of 70.7, and mean deviation of 1.08. The Stock received some media coverage during the period.
Price Growth (%)  
      Timeline 
1
Altaba Mozilla Hit11/17/2017
2
The Bank of New York Mellon Corporation vs. Altaba Inc. Whic...12/11/2017