CDK Global Alpha and Beta Analysis

CDK Global Inc -- USA Stock  

USD 64.76  0.15  0.23%

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

CDK Global Market Premiums

α (average alpha)=0.21    β (beta)=0.09    
30 days against DJI
Risk Adjusted Performance  0.114Jensen Alpha  0.2398Total Risk Alpha  (0.060156)Sortino Ratio  0.3195Treynor Ratio  2.54

CDK Global expected buy-and-hold returns

   

CDK Global 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

CDK Global Return and Market Media

The median price of CDK Global for the period between Sat, Sep 16, 2017 and Mon, Oct 16, 2017 is 63.58 with a coefficient of variation of 1.85. The daily time series for the period is distributed with a sample standard deviation of 1.17, arithmetic mean of 63.57, and mean deviation of 0.97. The Stock received some media coverage during the period.
Price Growth (%)  
      Timeline 
1
Acquisition by Brian MacDonald of 107913 shares of CDK Globa...10/04/2017