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Alpha and Beta Analysis

 
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Investment horizon: 
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Macroaxis does not give investment advice. However this page provides you with the information you may use to make an intelligent buy, sell, or hold decision applied to your particular trading strategy or market timing initiative. See also FutureFuel Backtesting, FutureFuel Valuation, FutureFuel Correlation, FutureFuel Prediction, FutureFuel Volatility, FutureFuel History and anaylize FutureFuel Performance

FutureFuel Corp

    
alpha for FutureFuel Corp (alpha)=(0.02)    beta for FutureFuel Corp (beta)= 2.36     
30 days against S&P 500
Risk Adjusted Performance     0.1947Jensen Alpha     (0.0066)Total Risk Alpha     (0.43)Sortino Ratio     0.214Treynor Ratio     0.2954
    

FutureFuel Probability Of Bankruptcy

    
Chance of
Bankruptcy
Less
Than
26%
In The Next
Two Years
FutureFuel Corp has less than 26.193 (%) percent chance of experiencing financial distress in the next 2 years of operations.
    
   

FutureFuel Market Performance

    
FutureFuel
Performance
18
Out Of
100
Over 30
Days
82% of all equities and portfolios perform better than FutureFuel Corp. Compared with the overall equity markets, risk-adjusted returns on investments in FutureFuel Corp are ranked lower than 18 (%) of all global equities and portfolios over the last 30 days.
    

FutureFuel Return and Market Media

    
The median price of FutureFuel for the period between Sun, Apr 21, 2013 and Tue, May 21, 2013 is 12.81 with a coefficient of variation of 5.31. The daily time series for the period is distributed with a sample standard deviation of 0.69, arithmetic mean of 13.05, and mean deviation of 0.63. The Stock received substential amount of media coverage during this period.
FutureFuel         SP 500
Price Growth (%)
 
1
Osborne issues independent Scotland currency warning Politic...04/24/2013Macroaxis: News
2
VW to Develop 10Speed DualClutch CarBuzz04/29/2013Macroaxis: News
3
FutureFuel to Hold First Quarter 2013 Financial Results Conf...05/02/2013Macroaxis: Wall Street Journal
4
FUTUREFUEL CORP. FutureFuel Releases First Quarter 2013 Resu...05/08/2013Macroaxis: News
    
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