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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 ColgatePalmo Backtesting, ColgatePalmo Valuation, ColgatePalmo Correlation, ColgatePalmo Prediction, ColgatePalmo Volatility, ColgatePalmo History and anaylize ColgatePalmo Performance

ColgatePalmolive Co

    
alpha for ColgatePalmolive Co (alpha)=(4.38)    beta for ColgatePalmolive Co (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

    
Chance of
Bankruptcy
Less
Than
5%
In The Next
Two Years
ColgatePalmolive Co has less than 5.0 (%) percent chance of experiencing financial distress in the next 2 years of operations.
    
   

ColgatePalmo Market Performance

    
ColgatePalmo
Performance
0
Out Of
100
Over 30
Days
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 Media

    
The 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.
ColgatePalmo         SP 500
Price Growth (%)
 
1
ColgatePalmolive Company Given Hold Rating at Deutsche Bank04/30/2013Macroaxis: News
2
ColgatePalmolive Company Rating Lowered to Neutral at Ned Da...05/02/2013Macroaxis: News
3
ColgatePalmolive Releases 2012 Sustainability Report and Pro...05/08/2013Macroaxis: News
4
ColgatePalmolive Company Receives Neutral Rating from Zacks05/10/2013Macroaxis: News
    
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