CA Alpha and Beta Analysis

CA Inc -- USA Stock  

USD 34.1  0.17  0.5%

This module allows you to check different measures of market premium for CA Inc 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
Investment Horizon     30 Days    Login   to change
Symbol
Run Premiums

CA Market Premiums

α (average alpha)=0.053574    β (beta)=0.47    
30 days against DJI
Risk Adjusted Performance  0.1169Jensen Alpha  0.226Total Risk Alpha  (0.16)Sortino Ratio  0.0919Treynor Ratio  10.55

CA expected buy-and-hold returns

   

CA 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

CA Return and Market Media

The median price of CA for the period between Sat, Sep 23, 2017 and Mon, Oct 23, 2017 is 33.64 with a coefficient of variation of 1.31. The daily time series for the period is distributed with a sample standard deviation of 0.44, arithmetic mean of 33.51, and mean deviation of 0.34. The Stock did not receive any noticable media coverage during the period.
Price Growth (%)  
      Timeline