Best Buy Alpha and Beta Analysis Overview

BBY -- USA Stock  

USD 77.74  2.90  3.60%

This module allows you to check different measures of market premium for Best Buy Co as well as systematic risk associated with investing in Best Buy over a specified time horizon. Check also Best Buy Backtesting, Best Buy Valuation, Best Buy Correlation, Best Buy Hype Analysis, Best Buy Volatility, Best Buy History and analyze Best Buy Performance.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Best Buy Market Premiums

α0.14β1.24
30 days against DJI
Risk Adjusted Performance  

0.0073

Jensen Alpha  

0.24

Total Risk Alpha  

0.69

Sortino Ratio  

0.0

Treynor Ratio  

0.007723

Best Buy expected buy-and-hold returns

Best Buy Market Price Analysis

Best Buy Return and Market Media

The median price of Best Buy for the period between Thu, Aug 23, 2018 and Sat, Sep 22, 2018 is 78.39 with a coefficient of variation of 2.17. The daily time series for the period is distributed with a sample standard deviation of 1.71, arithmetic mean of 78.89, and mean deviation of 1.44. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Best Buy exotic insider transaction detected08/30/2018
2
Sale by Asheesh Saksena of 1400 shares of Best Buy09/05/2018
3
Sale by Mathew Watson of 2131 shares of Best Buy09/12/2018
4
Best Buy exotic insider transaction detected09/18/2018
5
Exercise or conversion by Kaplan Elliot S of 11250 shares of...09/21/2018

Best Buy Upcoming Events

Best Buy Co Upcoming Company Events

Upcoming Quarterly ReportMarch 1, 2017
Next Earnings ReportMay 23, 2017

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Check also Best Buy Backtesting, Best Buy Valuation, Best Buy Correlation, Best Buy Hype Analysis, Best Buy Volatility, Best Buy History and analyze Best Buy Performance. Please also try Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
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