Curtiss Wright Alpha and Beta Analysis

Curtiss Wright Corporation -- USA Stock  

USD 123.14  0.83  0.68%

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
Investment Horizon     30 Days    Login   to change
Symbol
Run Premiums

Curtiss Wright Market Premiums

α (average alpha)=0.02    β (beta)=1.04    
30 days against DJI
Risk Adjusted Performance  0.0657Jensen Alpha  (0.030516)Total Risk Alpha  (0.16)Sortino Ratio  (0.025658)Treynor Ratio  0.1071

Curtiss Wright expected buy-and-hold returns

   

Curtiss Wright 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

Curtiss Wright Return and Market Media

The median price of Curtiss Wright for the period between Fri, Nov 10, 2017 and Sun, Dec 10, 2017 is 121.06 with a coefficient of variation of 1.73. The daily time series for the period is distributed with a sample standard deviation of 2.09, arithmetic mean of 120.85, and mean deviation of 1.78. The Stock received some media coverage during the period.
Price Growth (%)  
      Timeline 
1
Exercise or conversion by Glenn Tynan of 8926 shares of Curt...12/08/2017