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Alpha and Beta Analysis

 
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Investment horizon: 
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Macroaxis does not give investment advice. However this page provides you with the information you may use to make an intelligent buy, sell, or hold decision applied to your particular trading strategy or market timing initiative. See also Dow Chemical Backtesting, Dow Chemical Valuation, Dow Chemical Correlation, Dow Chemical Prediction, Dow Chemical Volatility, Dow Chemical History and anaylize Dow Chemical Performance

The Dow Chemical Company

    
alpha for The Dow Chemical Company (alpha)=(0.15)    beta for The Dow Chemical Company (beta)= 1.67     
30 days against S&P 500
Risk Adjusted Performance     0.0751Jensen Alpha     (0.14)Total Risk Alpha     (0.24)Sortino Ratio     (0.02)Treynor Ratio     0.0862
    

Dow Chemical Probability Of Bankruptcy

    
Chance of
Bankruptcy
Less
Than
47%
In The Next
Two Years
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

    
Dow Chemical
Performance
6
Out Of
100
Over 30
Days
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 Media

    
The 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.
Dow Chemical         SP 500
Price Growth (%)
 
1
Dow Chemical Cautious on Europe CEO Says04/26/2013Macroaxis: Wall Street Journal
2
The Dow Chemical Company Rating Reiterated by Zacks05/01/2013Macroaxis: News
3
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4
Dow Chemical annual stockholder meeting prompts Bhopal gas l...05/09/2013Macroaxis: News
5
The Dow Chemical Company Alcoa Inc America Energy Advantage05/13/2013Macroaxis: News
6
The Dow Chemical Company E I Du Pont De Nemours And Co DD .....05/21/2013Macroaxis: News
7
THE DOW CHEMICAL COMPANY Dow to Present at Goldman Sachs Bas...05/23/2013Macroaxis: News
    
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