Alpha and Beta Analysis
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![]() | (alpha) | = | (0.15) | ![]() | (beta) | = | 1.67 | 30 days against S&P 500 |
| Risk Adjusted Performance 0.0751 | Jensen Alpha (0.14) | Total Risk Alpha (0.24) | Sortino Ratio (0.02) | Treynor Ratio 0.0862 |
Dow Chemical Probability Of Bankruptcy
The Dow Chemical Company has less than 47.0 (%) percent chance of experiencing financial distress in the next 2 years of operations. | Dow Chemical Market Performance
94% of all equities and portfolios perform better than The Dow Chemical Company. Compared with the overall equity markets, risk-adjusted returns on investments in The Dow Chemical Company are ranked lower than 6 (%) of all global equities and portfolios over the last 30 days. |
Dow Chemical Return and Market MediaThe median price of Dow Chemical for the period between Thu, Apr 25, 2013 and Sat, May 25, 2013 is 34.54 with a coefficient of variation of 2.32. The daily time series for the period is distributed with a sample standard deviation of 0.8, arithmetic mean of 34.55, and mean deviation of 0.66. The Stock received substential amount of media coverage during this period.
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