Alpha and Beta Analysis
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![]() | (alpha) | = | (4.38) | ![]() | (beta) | = | 7.36 | 30 days against S&P 500 |
| Risk Adjusted Performance (0.10) | Jensen Alpha (4.33) | Total Risk Alpha (7.95) | Sortino Ratio (0.13) | Treynor Ratio (0.30) |
ColgatePalmo Probability Of Bankruptcy
ColgatePalmolive Co has less than 5.0 (%) percent chance of experiencing financial distress in the next 2 years of operations. | ColgatePalmo Market Performance
Over the last 30 days ColgatePalmolive Co has generated negative risk-adjusted returns adding no value to investors with long positions. |
ColgatePalmo Return and Market MediaThe median price of ColgatePalmo for the period between Mon, Apr 22, 2013 and Wed, May 22, 2013 is 120.2 with a coefficient of variation of 21.1. The daily time series for the period is distributed with a sample standard deviation of 23.17, arithmetic mean of 109.83, and mean deviation of 17.43. The Stock received substential amount of media coverage during this period.
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