CVS Health Alpha and Beta Analysis Overview

CVS -- USA Stock  

USD 73.68  0.48  0.66%

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

α0.50β0.11
30 days against DJI
Risk Adjusted Performance  

0.01

Jensen Alpha  

0.0

Total Risk Alpha  

0.0

Sortino Ratio  

0.0

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 Sat, Jul 21, 2018 and Mon, Aug 20, 2018 is 66.34 with a coefficient of variation of 4.3. The daily time series for the period is distributed with a sample standard deviation of 2.9, arithmetic mean of 67.41, and mean deviation of 2.36. The Stock received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
Acquisition by Mcguigan Stuart M of 5437 shares of CVS Healt...07/31/2018

Upcoming Events

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

Build Diversified Portfolios

Align your risk with return expectations
Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
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 Money Managers module to screen money managers from public funds and etfs managed around the world.