CVS Health Alpha and Beta Analysis

CVS Health Corporation -- USA Stock  

USD 73.09  2  2.81%

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
Investment Horizon     30 Days    Login   to change
Run Premiums

CVS Health Market Premiums

α (average alpha)=0.32    β (beta)=2.38    
30 days against DJI
Risk Adjusted Performance  0.0814Jensen Alpha  (0.006787)Total Risk Alpha  (0.25)Sortino Ratio  0.0728Treynor Ratio  0.1334

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, Nov 11, 2017 and Mon, Dec 11, 2017 is 71.09 with a coefficient of variation of 2.54. The daily time series for the period is distributed with a sample standard deviation of 1.82, arithmetic mean of 71.46, and mean deviation of 1.27. The Stock did not receive any noticable media coverage during the period.
Price Growth (%)