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Alpha and Beta Analysis

 
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Investment horizon: 
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Macroaxis does not give investment advice. However this page provides you with the information you may use to make an intelligent buy, sell, or hold decision applied to your particular trading strategy or market timing initiative. See also Century Backtesting, Century Valuation, Century Correlation, Century Prediction, Century Volatility, Century History and anaylize Century Performance

Century Aluminum Co

    
alpha for Century Aluminum Co (alpha)= 1.70     beta for Century Aluminum Co (beta)= 1.88     
30 days against S&P 500
Risk Adjusted Performance     0.3023Jensen Alpha     1.72Total Risk Alpha     0.6141Sortino Ratio     1.28Treynor Ratio     1.13
    

Century Probability Of Bankruptcy

    
Chance of
Bankruptcy
Less
Than
43%
In The Next
Two Years
Century Aluminum Co has less than 43.4 (%) percent chance of experiencing financial distress in the next 2 years of operations.
    
   

Century Market Performance

    
Century
Performance
28
Out Of
100
Over 30
Days
72% of all equities and portfolios perform better than Century Aluminum Co. Compared with the overall equity markets, risk-adjusted returns on investments in Century Aluminum Co are ranked lower than 28 (%) of all global equities and portfolios over the last 30 days.
    

Century Return and Market Media

    
The median price of Century for the period between Tue, Apr 23, 2013 and Thu, May 23, 2013 is 8.63 with a coefficient of variation of 11.45. The daily time series for the period is distributed with a sample standard deviation of 0.96, arithmetic mean of 8.37, and mean deviation of 0.73. The Stock received substential amount of media coverage during this period.
Century         SP 500
Price Growth (%)
 
1
Century Aluminum Considers Closing Kentucky Smelter04/26/2013Macroaxis: News
2
UPDATE Cowen Securities Upgrades Century Aluminum to Buy on ...05/01/2013Macroaxis: News
3
Century Aluminum Company Annual Report 2012 Amendment No. 105/03/2013Macroaxis: Wall Street Journal
4
Century Aluminum Company Upgraded to Hold at TheStreet05/08/2013Macroaxis: News
5
Century Aluminum Company Upgraded by TheStreet to quotHoldqu...05/10/2013Macroaxis: News
6
Century Aluminum Co. Quarterly Report Q105/14/2013Macroaxis: Wall Street Journal
7
Century Aluminum Company Announces Tender Offer and Consent ...05/22/2013Macroaxis: News
    
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