CA Alpha and Beta Analysis

CA Inc -- USA Stock  

USD 34.47  0.44  1.29%

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
 Time Horizon     30 Days    Login   to change
Run Premiums

CA Market Premiums

α (average alpha)=0.15    β (beta)=0.21    
30 days against DJI
Risk Adjusted Performance  0.1102Jensen Alpha  0.2693Total Risk Alpha  (0.18)Sortino Ratio  (0.093151)Treynor Ratio  (0.33)

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 Mon, Dec 18, 2017 and Wed, Jan 17, 2018 is 33.71 with a coefficient of variation of 0.84. The daily time series for the period is distributed with a sample standard deviation of 0.28, arithmetic mean of 33.7, and mean deviation of 0.21. The Stock received some media coverage during the period.
Price Growth (%)  
News Review CA, Inc. , Ares Capital Corporation01/17/2018