Equity LifeStyle Alpha and Beta Analysis Overview

ELS -- USA Stock  

USD 91.29  1.12  1.21%

This module allows you to check different measures of market premium for Equity LifeStyle Properties 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
Symbol
Run Premiums

Equity LifeStyle Market Premiums

α0.02β0.17
30 days against DJI
Risk Adjusted Performance  

0.0112

Jensen Alpha  

0.0342

Total Risk Alpha  

0.13

Sortino Ratio  

0.16

Treynor Ratio  

0.004522

Equity LifeStyle expected buy-and-hold returns

Equity LifeStyle Market Price Analysis

Equity LifeStyle Return and Market Media

The median price of Equity LifeStyle for the period between Sat, Jun 23, 2018 and Mon, Jul 23, 2018 is 91.88 with a coefficient of variation of 0.63. The daily time series for the period is distributed with a sample standard deviation of 0.58, arithmetic mean of 91.86, and mean deviation of 0.48. The Stock received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
UBS Group AG Sells 18016 Shares of Equity Lifestyle Properti...07/12/2018
2
As Cvs Health Stock Price Declined, Salem Capital Management...07/18/2018

Upcoming Events

Equity LifeStyle Upcoming Company Events
Upcoming Quarterly ReportApril 17, 2017
Next Earnings ReportJuly 17, 2017

Build Diversified Portfolios

Align your risk with return expectations
Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
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. Please also try Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of macroaxis ideas.
vendors/bower_components/jquery.easy-pie-chart/dist/jquery.easypiechart.min.js">