Deere Alpha and Beta Analysis Overview

DE -- USA Stock  

USD 140.30  1.09  0.78%

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
Symbol
Run Premiums

Deere Market Premiums

α0.06β0.38
30 days against DJI
Risk Adjusted Performance  

0.019369

Jensen Alpha  

0.16

Total Risk Alpha  

0.36

Sortino Ratio  

0.0

Treynor Ratio  

0.09

Deere expected buy-and-hold returns

Deere Market Price Analysis

Deere Return and Market Media

The median price of Deere for the period between Tue, Jun 19, 2018 and Thu, Jul 19, 2018 is 140.24 with a coefficient of variation of 1.55. The daily time series for the period is distributed with a sample standard deviation of 2.18, arithmetic mean of 140.61, and mean deviation of 1.7. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Analyst Stock Ratings Deere Company , Service Corporation In...06/29/2018
2
Which is more compelling pick right now Intel Corporation , ...07/03/2018
3
Sale by Max Guinn of 14374 shares of Deere07/06/2018
4
Exercise or conversion by James Field of 6440 shares of Deer...07/09/2018
5
Deere Company loses confidence of 92 hedge fund managers07/12/2018
6
Acquisition by Vance Coffman of 670 shares of Deere subject ...07/19/2018

Upcoming Events

Deere Upcoming Company Events
Upcoming Quarterly ReportMay 19, 2017
Next Earnings ReportAugust 18, 2017

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Additionally see Deere Backtesting, Deere Valuation, Deere Correlation, Deere Hype Analysis, Deere Volatility, Deere History and analyze Deere Performance. Please also try Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of macroaxis ideas.