Equity One Alpha and Beta Analysis

Equity One Inc -- USA Stock  

 30.85  0.65  2.06%

This module allows you to check different measures of market premium for Equity One Inc as well as systematic risk associated with investing in Equity One over a specified time horizon. Additionally see Investing Opportunities.
Investment Horizon     30 Days    Login   to change
Run Premiums

Equity One Market Premiums

α (average alpha)=0.00    β (beta)=0.00    
30 days against DJI
Risk Adjusted Performance  0.0062Jensen Alpha  0.0593Total Risk Alpha  (0.6)Sortino Ratio  0.0Treynor Ratio  0.0299

Equity One Fundamentals

 Better Than Average     
 Worse Than Average Compare Equity One to competition
FundamentalsEquity OnePeer Average
Return On Asset0.0265 % (15.64) %
Profit Margin0.18 % (5.5) %
Operating Margin37.98 % (10.91) %
Current Valuation793.6 M152.14 B
Shares Outstanding32.66 M1.43 B
Shares Owned by Insiders42.82 % 6.91 %
Shares Owned by Institutions57.2 % 18.37 %

Equity One Opportunities

Equity One Return and Market Media

The median price of Equity One for the period between Thu, Sep 21, 2017 and Sat, Oct 21, 2017 is 31.42 with a coefficient of variation of 1.31. The daily time series for the period is distributed with a sample standard deviation of 0.41, arithmetic mean of 31.43, and mean deviation of 0.34. The Stock did not receive any noticable media coverage during the period.
Price Growth (%)