|α||(average alpha)||=||0.28||β||(beta)||=||0.84||30 days against GSPC|
|Risk Adjusted Performance 0.0856||Jensen Alpha 0.2699||Total Risk Alpha 0.1771||Sortino Ratio 0.1196||Treynor Ratio 0.3516|
Cohen Market Performance
92% of all equities and portfolios perform better than Cohen Steers Inc. Compared with the overall equity markets, risk-adjusted returns on investments in Cohen Steers Inc are ranked lower than 8 (%) of all global equities and portfolios over the last 30 days. More Info
Cohen Return and Market Media
The median price of Cohen for the period between Tue, Nov 12, 2013 and Thu, Dec 12, 2013 is 39.96 with a coefficient of variation of 2.34. The daily time series for the period is distributed with a sample standard deviation of 0.93, arithmetic mean of 39.79, and mean deviation of 0.72. The Stock received substential amount of media coverage during this period.