CVS Health Alpha and Beta Analysis

CVS Health Corporation -- USA Stock  

USD 71.90  1.41  2.00%

This module allows you to check different measures of market premium for CVS Health Corporation as well as systematic risk associated with investing in CVS Health over a specified time horizon. Check also CVS Health Backtesting, CVS Health Valuation, CVS Health Correlation, CVS Health Hype Analysis, CVS Health Volatility, CVS Health History and analyze CVS Health Performance
 Time Horizon     30 Days    Login   to change
Run Premiums

CVS Health Market Premiums

α (average alpha)=0.4    β (beta)=0.87    
30 days against DJI
Risk Adjusted Performance  0.36Jensen Alpha  0.32Total Risk Alpha  0.27Sortino Ratio  0.0Treynor Ratio  0.49

CVS Health expected buy-and-hold returns


CVS Health Market Price Analysis

Price Series Summation
Price Series Division
Inverse Tangent Over Price Movement
Price Ceiling Movement
Aroon Oscillator
Balance Of Power
Bollinger Bands
Double Exponential Moving Average
Belt hold
Hanging Man

CVS Health Return and Market Media

The median price of CVS Health for the period between Sat, Jan 20, 2018 and Mon, Feb 19, 2018 is 78.69 with a coefficient of variation of 6.38. The daily time series for the period is distributed with a sample standard deviation of 4.87, arithmetic mean of 76.21, and mean deviation of 4.39. The Stock received some media coverage during the period.
Price Growth (%)  
Pharmacy Services Aid CVS Health, Aetna Deal an Upside Too02/15/2018