Alpha and Beta Analysis
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![]() | (alpha) | = | 0.55 | ![]() | (beta) | = | 1.04 | 30 days against GSPC |
| Risk Adjusted Performance 0.205 | Jensen Alpha 0.5575 | Total Risk Alpha 0.705 | Sortino Ratio 0.4271 | Treynor Ratio 0.403 |
Forest Probability Of Bankruptcy
Forest Laboratories Inc has less than 42.3 (%) percent chance of experiencing financial distress in the next 2 years of operations. | Forest Market Performance
87% of all equities and portfolios perform better than Forest Laboratories Inc. Compared with the overall equity markets, risk-adjusted returns on investments in Forest Laboratories Inc are ranked lower than 13 (%) of all global equities and portfolios over the last 30 days. |
Forest Return and Market MediaThe median price of Forest for the period between Sat, May 18, 2013 and Mon, Jun 17, 2013 is 39.95 with a coefficient of variation of 2.5. The daily time series for the period is distributed with a sample standard deviation of 1.0, arithmetic mean of 39.77, and mean deviation of 0.71. The Stock received some media coverage during the period.
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