Best Buy Alpha and Beta Analysis

Best Buy Co Inc -- USA Stock  

USD 69.48  0.25  0.36%

This module allows you to check different measures of market premium for Best Buy Co Inc 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
 Time Horizon     30 Days    Login   to change
Run Premiums

Best Buy Market Premiums

α (average alpha)=0.13    β (beta)=0.0072    
30 days against DJI
Risk Adjusted Performance  0.082296Jensen Alpha  0.22Total Risk Alpha  0.041098Sortino Ratio  0.0Treynor Ratio  0.2505

Best Buy expected buy-and-hold returns


Best Buy 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

Best Buy Return and Market Media

The median price of Best Buy for the period between Sat, Feb 17, 2018 and Mon, Mar 19, 2018 is 72.57 with a coefficient of variation of 2.55. The daily time series for the period is distributed with a sample standard deviation of 1.85, arithmetic mean of 72.53, and mean deviation of 1.39. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)