Dell Technologies Alpha and Beta Analysis Overview

DVMT -- USA Stock  

USD 96.20  0.24  0.25%

This module allows you to check different measures of market premium for Dell Technologies 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.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Dell Technologies Market Premiums

α0.014321β0.26
30 days against DJI
Risk Adjusted Performance  

0.0089

Jensen Alpha  

0.1

Total Risk Alpha  

0.25

Sortino Ratio  

0.20

Treynor Ratio  

0.002943

Dell Technologies expected buy-and-hold returns

Dell Technologies Market Price Analysis

Dell Technologies Return and Market Media

The median price of Dell Technologies for the period between Fri, Aug 24, 2018 and Sun, Sep 23, 2018 is 96.17 with a coefficient of variation of 0.8. The daily time series for the period is distributed with a sample standard deviation of 0.77, arithmetic mean of 96.32, and mean deviation of 0.58. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Sale by David Goulden of 4700 shares of Dell Technologies09/04/2018
2
Disposition of 545453 shares by David Goulden of Dell Techno...09/07/2018
3
Pivotal Software stock crashes despite earnings and guidance...09/12/2018
4
US duties spare Apple gadgets but hit cloud industry09/17/2018

Current Sentiment - DVMT

Dell Technologies Investor Sentiment

Most of Macroaxis users are currently bullish on Dell Technologies. What is your opinion about investing in Dell Technologies? Are you bullish or bearish?
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Bearish
98% Bullish
2% Bearish
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