Deere Alpha and Beta Analysis

Deere Company -- USA Stock  

USD 160.21  3.67  2.24%

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

Deere Market Premiums

α (average alpha)=0.05    β (beta)=0.33    
30 days against DJI
Risk Adjusted Performance  0.0252Jensen Alpha  0.0242Total Risk Alpha  0.0978Sortino Ratio  0.0344Treynor Ratio  0.51

Deere expected buy-and-hold returns


Deere 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

Deere Return and Market Media

The median price of Deere for the period between Thu, Feb 15, 2018 and Sat, Mar 17, 2018 is 163.28 with a coefficient of variation of 2.5. The daily time series for the period is distributed with a sample standard deviation of 4.06, arithmetic mean of 162.31, and mean deviation of 3.29. The Stock received some media coverage during the period.
 Price Growth (%)  
US Manufacturing Activity Holds Up Well 5 Solid Buys03/16/2018