Apple Alpha and Beta Analysis

Apple Inc -- USA Stock  

USD 155.98  0.27  0.17%

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

Apple Market Premiums

α (average alpha)=0.26    β (beta)=0.62    
30 days against DJI
Risk Adjusted Performance  0.032Jensen Alpha  (0.067175)Total Risk Alpha  (0.55)Sortino Ratio  (0.1)Treynor Ratio  0.0971

Apple expected buy-and-hold returns

   

Apple 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

Apple Return and Market Media

The median price of Apple for the period between Fri, Sep 22, 2017 and Sun, Oct 22, 2017 is 155.39 with a coefficient of variation of 1.6. The daily time series for the period is distributed with a sample standard deviation of 2.49, arithmetic mean of 155.3, and mean deviation of 1.88. The Stock received some media coverage during the period.
Price Growth (%)  
      Timeline 
1
Apple Inc. Supplier Plans Risk Production of 5-Nano Tech in ...10/20/2017