|α||(average alpha)||=||(0.08)||β||(beta)||=||0.89||30 days against GSPC|
|Risk Adjusted Performance (0.02)||Jensen Alpha (0.09)||Total Risk Alpha (0.11)||Sortino Ratio (0.12)||Treynor Ratio (0.04)|
CL Market Performance
Over the last 30 days ColgatePalmolive Co has generated negative risk-adjusted returns adding no value to investors with long positions. More Info
CL Return and Market Media
The median price of CL for the period between Mon, Nov 4, 2013 and Wed, Dec 4, 2013 is 65.37 with a coefficient of variation of 0.74. The daily time series for the period is distributed with a sample standard deviation of 0.48, arithmetic mean of 65.46, and mean deviation of 0.41. The Stock received substential amount of media coverage during this period.