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Alpha and Beta Analysis

 
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Investment horizon: 
  30 Days    Login   to change
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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 Alvarion Backtesting, Alvarion Valuation, Alvarion Correlation, Alvarion Prediction, Alvarion Volatility, Alvarion History and anaylize Alvarion Performance

Alvarion Ltd

    
alpha for Alvarion Ltd (alpha)=(0.80)    beta for Alvarion Ltd (beta)= 0.23     
30 days against S&P 500
Risk Adjusted Performance     (0.36)Jensen Alpha     (0.81)Total Risk Alpha     (1.18)Sortino Ratio     (0.60)Treynor Ratio     (3.30)
    

Alvarion Probability Of Bankruptcy

    
Chance of
Bankruptcy
More
Than
69%
In The Next
Two Years
Alvarion Ltd has more than 69.6 (%) percent chance of experiencing financial distress in the next 2 years of operations.
    
   

Alvarion Market Performance

    
Alvarion
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days Alvarion Ltd has generated negative risk-adjusted returns adding no value to investors with long positions.
    

Alvarion Return and Market Media

    
The median price of Alvarion for the period between Tue, Apr 23, 2013 and Thu, May 23, 2013 is 2.84 with a coefficient of variation of 4.98. The daily time series for the period is distributed with a sample standard deviation of 0.14, arithmetic mean of 2.87, and mean deviation of 0.11. The Stock received some media coverage during the period.
Alvarion         SP 500
Price Growth (%)
 
1
Alvarion Ltd Reports Q1 Loss Increases ALVR CLWR ...05/22/2013Macroaxis: News
    
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