CA Alpha and Beta Analysis

CA Inc -- USA Stock  

USD 35.31  2.07  6.23%

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)=0.19    β (beta)=0.13    
30 days against DJI
Risk Adjusted Performance  0.16Jensen Alpha  0.24Total Risk Alpha  0.050097Sortino Ratio  0.0Treynor Ratio  1.37

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 Thu, Feb 22, 2018 and Sat, Mar 24, 2018 is 35.43 with a coefficient of variation of 2.24. The daily time series for the period is distributed with a sample standard deviation of 0.79, arithmetic mean of 35.5, and mean deviation of 0.53. The Stock received some media coverage during the period.
 Price Growth (%)  
CA exotic insider transaction detected03/01/2018
Acquisition by Kay Koplovitz of 932 shares of CA subject to ...03/22/2018