Deere Alpha and Beta Analysis

Deere Company -- USA Stock  

USD 129.59  0.44  0.34%

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
Investment Horizon     30 Days    Login   to change
Run Premiums

Deere Market Premiums

α (average alpha)=0.16    β (beta)=0.25    
30 days against DJI
Risk Adjusted Performance  0.1126Jensen Alpha  0.1181Total Risk Alpha  (0.16)Sortino Ratio  0.0516Treynor Ratio  0.4444

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
Double Exponential Moving Average
Belt hold
Hanging Man

Deere Return and Market Media

The median price of Deere for the period between Sun, Sep 24, 2017 and Tue, Oct 24, 2017 is 128.1 with a coefficient of variation of 1.67. The daily time series for the period is distributed with a sample standard deviation of 2.12, arithmetic mean of 127.12, and mean deviation of 1.76. The Stock received some media coverage during the period.
Price Growth (%)  
Payment of 2549 shares by Mary Jones of Deere subject to Rul...10/23/2017