|α||(average alpha)||=||(0.22)||β||(beta)||=||0.24||30 days against GSPC|
|Risk Adjusted Performance (0.03)||Jensen Alpha (0.23)||Total Risk Alpha (0.60)||Sortino Ratio 0.0||Treynor Ratio (0.88)|
GEI IND Fundamentals
GEI IND Market Performance
Over the last 30 days GEI IND SYSTEMS LTD has generated negative risk-adjusted returns adding no value to investors with long positions. More Info
GEI IND Return and Market Media
The median price of GEI IND for the period between Tue, Nov 5, 2013 and Thu, Dec 5, 2013 is 22.6 with a coefficient of variation of 2.58. The daily time series for the period is distributed with a sample standard deviation of 0.58, arithmetic mean of 22.53, and mean deviation of 0.5. The Stock did not receive any noticable media coverage during the period.