Apple Alpha and Beta Analysis Overview

AAPL -- USA Stock  

USD 187.63  1.32  0.71%

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

Apple Market Premiums

α0.62β0.0036
30 days against DJI
Risk Adjusted Performance  

0.01

Jensen Alpha  

0.0

Total Risk Alpha  

0.0

Sortino Ratio  

0.6591

Treynor Ratio  

0.0

Apple expected buy-and-hold returns

Apple Market Price Analysis

Apple Return and Market Media

The median price of Apple for the period between Sun, Apr 22, 2018 and Tue, May 22, 2018 is 185.16 with a coefficient of variation of 6.06. The daily time series for the period is distributed with a sample standard deviation of 10.78, arithmetic mean of 178.03, and mean deviation of 9.85. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Exercise or conversion by Johnson Ronald B2 of 500 shares of...04/30/2018
2
Exercise or conversion by Oppenheimer Peter of 600 shares of...05/04/2018
3
Sale by Angela Ahrendts of 13228 shares of Apple05/07/2018
4
Exercise or conversion by Art Levinson of 35000 shares of Ap...05/11/2018
5
Sale by Tim Cook of 200 shares of Apple05/14/2018
6
Sale by Tim Cook of 2000 shares of Apple05/17/2018
7
Sale by Campbell William V of 300 shares of Apple05/21/2018

Current Sentiment - AAPL

Apple Investor Sentiment
Majority of Macroaxis users are presently bullish on Apple. What is your sentiment towards investing in Apple? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Upcoming Events

Apple Upcoming Company Events
Upcoming Quarterly ReportOctober 24, 2017
Next Earnings ReportJanuary 30, 2018

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Check also Apple Backtesting, Apple Valuation, Apple Correlation, Apple Hype Analysis, Apple Volatility, Apple History and analyze Apple Performance. Please also try Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.