Equity LifeStyle Alpha and Beta Analysis

Equity LifeStyle Properties Inc -- USA Stock  

USD 85.17  0.18  0.21%

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

Equity LifeStyle Market Premiums

α (average alpha)=0.055939    β (beta)=0.17    
30 days against DJI
Risk Adjusted Performance  0.0525Jensen Alpha  0.0222Total Risk Alpha  0.107Sortino Ratio  0.13Treynor Ratio  0.16

Equity LifeStyle expected buy-and-hold returns


Equity LifeStyle 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

Equity LifeStyle Return and Market Media

The median price of Equity LifeStyle for the period between Mon, Feb 19, 2018 and Wed, Mar 21, 2018 is 85.17 with a coefficient of variation of 1.09. The daily time series for the period is distributed with a sample standard deviation of 0.93, arithmetic mean of 84.95, and mean deviation of 0.75. The Stock received some media coverage during the period.
 Price Growth (%)  
Equity LifeStyle exotic insider transaction detected02/27/2018
EPS for Equity LifeStyle Properties, Inc. Expected At 1.0403/21/2018