CA Alpha and Beta Analysis Overview

CA -- USA Stock  

USD 43.98  0.01  0.0227%

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

CA Market Premiums

α0.92β0.26
30 days against DJI
Risk Adjusted Performance  

0.146

Jensen Alpha  

0.9696

Total Risk Alpha  

0.0881

Sortino Ratio  

0.7816

Treynor Ratio  

2.54

CA expected buy-and-hold returns

CA Market Price Analysis

CA Return and Market Media

The median price of CA for the period between Wed, Jun 20, 2018 and Fri, Jul 20, 2018 is 36.73 with a coefficient of variation of 9.67. The daily time series for the period is distributed with a sample standard deviation of 3.75, arithmetic mean of 38.73, and mean deviation of 3.38. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Acquisition by D Amato Alfonse M of 966 shares of CA subject...06/29/2018
2
CA exotic insider transaction detected07/03/2018
3
Payment of 9614 shares by Olli Amy Fliegelman of CA subject ...07/06/2018
4
Acquisition by Barrenechea Mark J of 18404 shares of CA subj...07/09/2018
5
Acquisition by Lauren Flaherty of 543 shares of CA subject t...07/12/2018
6
Payment of 6329 shares by Cron Kenneth of CA subject to Rule...07/18/2018

Upcoming Events

CA Upcoming Company Events
Upcoming Quarterly ReportMay 10, 2017
Next Earnings ReportJuly 26, 2017

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Check also CA Backtesting, CA Valuation, CA Correlation, CA Hype Analysis, CA Volatility, CA History and analyze CA 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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