Dell Technologies Alpha and Beta Analysis

Dell Technologies Inc Class V -- USA Stock  

USD 81.64  0.29  0.36%

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

Dell Technologies Market Premiums

α (average alpha)=0.21    β (beta)=0.42    
30 days against DJI
Risk Adjusted Performance  0.1155Jensen Alpha  0.2087Total Risk Alpha  (0.046883)Sortino Ratio  0.0Treynor Ratio  0.5601

Dell Technologies expected buy-and-hold returns

   

Dell Technologies 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

Dell Technologies Return and Market Media

The median price of Dell Technologies for the period between Wed, Sep 20, 2017 and Fri, Oct 20, 2017 is 79.04 with a coefficient of variation of 2.28. The daily time series for the period is distributed with a sample standard deviation of 1.79, arithmetic mean of 78.65, and mean deviation of 1.52. The Stock received some media coverage during the period.
Price Growth (%)  
      Timeline 
1
Headfake or Buy the Momentum Calpine Corporation , Dell Tech...10/19/2017