Alpha and Beta Analysis
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![]() | (alpha) | = | 1.70 | ![]() | (beta) | = | 1.88 | 30 days against S&P 500 |
| Risk Adjusted Performance 0.3023 | Jensen Alpha 1.72 | Total Risk Alpha 0.6141 | Sortino Ratio 1.28 | Treynor Ratio 1.13 |
Century Probability Of Bankruptcy
Century Aluminum Co has less than 43.4 (%) percent chance of experiencing financial distress in the next 2 years of operations. | Century Market Performance
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 MediaThe 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.
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