DXP Enterprises Alpha and Beta Analysis

DXP Enterprises Inc -- USA Stock  

USD 27.79  0.77  2.85%

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

DXP Enterprises Market Premiums

α (average alpha)=0.21    β (beta)=2.26    
30 days against DJI
Risk Adjusted Performance  0.0523Jensen Alpha  (0.23)Total Risk Alpha  (0.8)Sortino Ratio  0.0091Treynor Ratio  0.0958

DXP Enterprises expected buy-and-hold returns


DXP Enterprises 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

DXP Enterprises Return and Market Media

The median price of DXP Enterprises for the period between Mon, Nov 13, 2017 and Wed, Dec 13, 2017 is 26.93 with a coefficient of variation of 3.87. The daily time series for the period is distributed with a sample standard deviation of 1.04, arithmetic mean of 26.83, and mean deviation of 0.84. The Stock received some media coverage during the period.
Price Growth (%)  
Stock Volatility Risk Alert DXP Enterprises Inc Stock Volati...12/11/2017