CDK Global Alpha and Beta Analysis Overview

CDK -- USA Stock  

USD 66.74  0.05  0.07%

This module allows you to check different measures of market premium for CDK Global 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.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

CDK Global Market Premiums

α0.16β0.38
30 days against DJI
Risk Adjusted Performance  

0.0276

Jensen Alpha  

0.0277

Total Risk Alpha  

0.21

Sortino Ratio  

0.08

Treynor Ratio  

0.7813

CDK Global expected buy-and-hold returns

CDK Global Market Price Analysis

CDK Global Return and Market Media

The median price of CDK Global for the period between Mon, Jun 18, 2018 and Wed, Jul 18, 2018 is 66.08 with a coefficient of variation of 1.41. The daily time series for the period is distributed with a sample standard deviation of 0.93, arithmetic mean of 65.88, and mean deviation of 0.76. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Acquisition by Scott Mathews of 8367 shares of CDK Global su...06/25/2018
2
CDK Global, Inc. stock price is trading below than the 200 d...06/28/2018
3
What Investors Should Know CDK Global, Inc.07/03/2018
4
Sale by Robert Karp of 200 shares of CDK Global07/11/2018
5
As Tjx Cos New Stock Price Rose, Holder Brown Capital Manage...07/17/2018

Upcoming Events

CDK Global Upcoming Company Events
Upcoming Quarterly ReportMay 4, 2017
Next Earnings ReportAugust 2, 2017

Build Diversified Portfolios

Align your risk with return expectations
Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
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. Please also try Chance of Distress module to get analysis of equity chance of financial distress in the next 2 years.