Macroaxis: Personalized Investing
Simple Personalized Investing

JPPOWER EXC PEG NU IT Small Value Raw Materials Computers 
Benchmark SP 500  1,650   0.91  Index Moved Down -0.06% ...


Processing
Processing. Please wait...

Alpha and Beta Analysis

 
 Companies |  Insiders  | Dashboard  
     
Investment horizon: 
  30 Days    Login   to change
Run Alpha & Beta
Macroaxis does not give investment advice. However this page provides you with the information you may use to make an intelligent buy, sell, or hold decision applied to your particular trading strategy or market timing initiative. See also Ameren Backtesting, Ameren Valuation, Ameren Correlation, Ameren Prediction, Ameren Volatility, Ameren History and anaylize Ameren Performance

Ameren Corporation

    
alpha for Ameren Corporation (alpha)=(0.42)    beta for Ameren Corporation (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

    
Chance of
Bankruptcy
Less
Than
47%
In The Next
Two Years
Ameren Corporation has less than 47.0 (%) percent chance of experiencing financial distress in the next 2 years of operations.
    
   

Ameren Market Performance

    
Ameren
Performance
0
Out Of
100
Over 30
Days
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 Media

    
The 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.
Ameren         SP 500
Price Growth (%)
 
1
Ameren Corporation First Quarter 2013 Earnings Webcast May 2...04/26/2013Macroaxis: MarketWatch News
2
Ameren plans to spend 2.2 billion on transmission line proje...05/03/2013Macroaxis: Bizjournals News
3
Ameren Corp Earnings One Super Sustainable Dividend Stock05/08/2013Macroaxis: News
4
Parish spreads good works with garden bounty05/10/2013Macroaxis: News
5
Regulators approve Ameren Missouri fuel adjustment charge in...05/16/2013Macroaxis: Bizjournals News
6
AMEREN CORP Ameren Missouri Opens its Emergency Operations C...05/22/2013Macroaxis: News
    
Analytics
Risk Adjusted Returns Landscape
Live Efficient Frontier
Market Correlation Analysis
Watchlist Analysis
Financial Content
Portfolio Estimation and Projections
Portfolio Theme Builder
 
 
Research Modules
Equities Backtesting Analysis
Instant Retirement Optimizer
Cross-portfolio RSS and Mobile Access
Company, fund, and ETF Directory
Financial Advisor Directory
Insider and Manager Directory
Wealth Management
 Gadgets, Widgets, and Apps          
  
 
Services And Technology
Frequently Asked Questions
Quick Product Tour
Product Technology Overview
Solution Methodology
Plans and Pricing
 
Free Investor Tools
World Market Correlations
Instant Equity Comparator
Watchlist Analysis
Position Suggestions
Equity Alpha Analysis
 
About Us
About Macroaxis
Contact Us
Product Terms Of Use
Service Privacy Policy
Advertising Opportunities
Content

Thanks for checking out Macroaxis

Tell us what you like and what you don't like. We promise we'll not only listen but write you back

Contact Us
Macroaxis is user-driven community of investors. We appreciate any feedback or comment you can provide. Please fill out our quick survey to help us provide your with a better service and user experience

Fill Out Quick Survey
Most of the functionality on our site is free to use. However we do provide premium service to sophisticated investors. Our premium subscription will give you unprecedented capabilities to optimize your portfolios using robust financial analysis toolkit, fast mean-variance optimization engine, and proven portfolio theory

Go Premium