Alpha and Beta Analysis
|
|
|
![]() | (alpha) | = | (0.42) | ![]() | (beta) | = | 1.24 | 30 days against S&P 500 |
| Risk Adjusted Performance (0.12) | Jensen Alpha (0.42) | Total Risk Alpha (0.48) | Sortino Ratio (0.34) | Treynor Ratio (0.17) |
Ameren Probability Of Bankruptcy
Ameren Corporation has less than 47.0 (%) percent chance of experiencing financial distress in the next 2 years of operations. | Ameren Market Performance
Over the last 30 days Ameren Corporation has generated negative risk-adjusted returns adding no value to investors with long positions. |
Ameren Return and Market MediaThe median price of Ameren for the period between Thu, Apr 25, 2013 and Sat, May 25, 2013 is 36.0 with a coefficient of variation of 1.31. The daily time series for the period is distributed with a sample standard deviation of 0.47, arithmetic mean of 35.86, and mean deviation of 0.35. The Stock received substential amount of media coverage during this period.
|