CVS Health Alpha and Beta Analysis Overview

CVS -- USA Stock  

USD 65.78  0.28  0.43%

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
Symbol
Run Premiums

CVS Health Market Premiums

α0.011132β0.01
30 days against DJI
Risk Adjusted Performance  

0.01

Jensen Alpha  

0.0

Total Risk Alpha  

0.0

Sortino Ratio  

0.0183

Treynor Ratio  

0.0

CVS Health expected buy-and-hold returns

CVS Health Market Price Analysis

CVS Health Return and Market Media

The median price of CVS Health for the period between Sun, Apr 22, 2018 and Tue, May 22, 2018 is 65.76 with a coefficient of variation of 4.03. The daily time series for the period is distributed with a sample standard deviation of 2.64, arithmetic mean of 65.38, and mean deviation of 2.05. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
CVS Health exotic insider transaction detected04/30/2018
2
CVS Health Corporation noted a price change of -3.03 percent...05/03/2018
3
Equity Research Analysts Stock Ratings Dril-Quip, Inc. , CVS...05/09/2018
4
CVS Health exotic insider transaction detected05/15/2018
5
Fascinating Stocks CVS Health Corporation,05/18/2018
6
CVS Health exotic insider transaction detected05/21/2018

Current Sentiment - CVS

CVS Health Investor Sentiment
Predominant part of Macroaxis users are currently bullish on CVS Health Corporation. What is your opinion about investing in CVS Health Corporation? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Upcoming Events

CVS Health Upcoming Company Events
Upcoming Quarterly ReportMay 2, 2017
Next Earnings ReportAugust 1, 2017

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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. Please also try Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.