Curtiss Wright Alpha and Beta Analysis Overview

CW -- USA Stock  

USD 137.33  1.42  1.04%

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

Curtiss Wright Market Premiums

α0.00054152β0.32
30 days against DJI
Risk Adjusted Performance  

0.0492

Jensen Alpha  

0.0377

Total Risk Alpha  

0.19

Sortino Ratio  

0.13

Treynor Ratio  

0.3349

Curtiss Wright expected buy-and-hold returns

Curtiss Wright Market Price Analysis

Curtiss Wright Return and Market Media

The median price of Curtiss Wright for the period between Sun, Aug 26, 2018 and Tue, Sep 25, 2018 is 135.09 with a coefficient of variation of 1.66. The daily time series for the period is distributed with a sample standard deviation of 2.25, arithmetic mean of 135.67, and mean deviation of 1.88. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Exercise or conversion by Denton Michael J of 533 shares of ...09/04/2018
2
Sale by Benante Martin R of 40000 shares of Curtiss Wright09/07/2018
3
Exercise or conversion by Yohrling George of 11470 shares of...09/10/2018
4
GAM Holding AG Buys 461 Shares of Curtiss-Wright Corp.09/14/2018
5
Curtiss Wright exotic insider transaction detected09/18/2018

Curtiss Wright Upcoming Events

Curtiss Wright Upcoming Company Events

Upcoming Quarterly ReportMay 3, 2017
Next Earnings ReportJuly 26, 2017

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Check also Curtiss Wright Backtesting, Curtiss Wright Valuation, Curtiss Wright Correlation, Curtiss Wright Hype Analysis, Curtiss Wright Volatility, Curtiss Wright History and analyze Curtiss Wright Performance. Please also try Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
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