Apple Alpha and Beta Analysis Overview

AAPL -- USA Stock  

USD 213.15  3.40  1.62%

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

α0.42β0.81
30 days against DJI
Risk Adjusted Performance  

0.1402

Jensen Alpha  

0.4303

Total Risk Alpha  

0.4336

Sortino Ratio  

0.48

Treynor Ratio  

0.5181

Apple expected buy-and-hold returns

Apple Market Price Analysis

Apple Return and Market Media

The median price of Apple for the period between Tue, Jul 17, 2018 and Thu, Aug 16, 2018 is 194.82 with a coefficient of variation of 4.15. The daily time series for the period is distributed with a sample standard deviation of 8.26, arithmetic mean of 198.92, and mean deviation of 7.83. The Stock received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
Exercise or conversion by Art Levinson of 15000 shares of Ap...08/03/2018
2
Exercise or conversion by Art Levinson of 15000 shares of Ap...08/06/2018
3
Sale by Fadell Anthony of 6800 shares of Apple08/09/2018

Upcoming Events

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

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 Apple Backtesting, Apple Valuation, Apple Correlation, Apple Hype Analysis, Apple Volatility, Apple History and analyze Apple Performance. Please also try Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. drill down to check world indexes.