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Benchmark SP 500  1,639   12.31  Index Moved Up 0.76% United States ...


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Alpha and Beta Analysis

 
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Investment horizon: 
  30 Days    Login   to change
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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 Forest Backtesting, Forest Valuation, , Forest Correlation, Forest Prediction, Forest Volatility, Forest History and anaylize Forest Performance

Forest Laboratories Inc

    
alpha for Forest Laboratories Inc (alpha)= 0.55     beta for Forest Laboratories Inc (beta)= 1.04     
30 days against GSPC
Risk Adjusted Performance     0.205Jensen Alpha     0.5575Total Risk Alpha     0.705Sortino Ratio     0.4271Treynor Ratio     0.403
    

Forest Probability Of Bankruptcy

    
Chance of
Bankruptcy
Less
Than
42%
In The Next
Two Years
Forest Laboratories Inc has less than 42.3 (%) percent chance of experiencing financial distress in the next 2 years of operations.
    
   

Forest Market Performance

    
Forest
Performance
13
Out Of
100
Over 30
Days
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 Media

    
The 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.
Forest         SP 500
Price Growth (%)
 
Change Benchmark  Embed  Export  Timeline
1
Ironwood Pharmaceuticals Inc. Forest Laboratories Inc. Three...05/29/2013Macroaxis: News
2
Forest Laboratories Upgraded to Buy at Argus06/06/2013Macroaxis: News
3
Discovery Communications Takes Over 314 Spot From Forest Lab...06/12/2013Macroaxis: Forbes News
    
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