Best Buy Alpha and Beta Analysis

Best Buy Co Inc -- USA Stock  

USD 55.46  0.37  0.66%

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
Investment Horizon     30 Days    Login   to change
Symbol
Run Premiums

Best Buy Market Premiums

α (average alpha)=0.15    β (beta)=0.12    
30 days against DJI
Risk Adjusted Performance  0.0393Jensen Alpha  0.0943Total Risk Alpha  (0.82)Sortino Ratio  (0.016231)Treynor Ratio  0.4652

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 Thu, Sep 21, 2017 and Sat, Oct 21, 2017 is 55.83 with a coefficient of variation of 2.64. The daily time series for the period is distributed with a sample standard deviation of 1.48, arithmetic mean of 56.05, and mean deviation of 1.26. The Stock received some media coverage during the period.
Price Growth (%)  
      Timeline 
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Analyst Predictions on Best Buy Co., Inc. , AMC Entertainmen...10/20/2017