|α||(average alpha)||=||(0.22)||β||(beta)||=||(0.48)||30 days against GSPC|
|Risk Adjusted Performance (0.16)||Jensen Alpha (0.24)||Total Risk Alpha (0.44)||Sortino Ratio (0.38)||Treynor Ratio 0.592|
HSBC Market Performance
Over the last 30 days HSBC Holdings plc has generated negative risk-adjusted returns adding no value to investors with long positions. More Info
HSBC Return and Market Media
The median price of HSBC for the period between Sun, Nov 10, 2013 and Tue, Dec 10, 2013 is 8.21 with a coefficient of variation of 1.66. The daily time series for the period is distributed with a sample standard deviation of 0.14, arithmetic mean of 8.18, and mean deviation of 0.1. The Stock did not receive any noticable media coverage during the period.