|α||(average alpha)||=||(0.15)||β||(beta)||=||0.98||30 days against GSPC|
|Risk Adjusted Performance (0.02)||Jensen Alpha (0.15)||Total Risk Alpha (0.29)||Sortino Ratio (0.06)||Treynor Ratio (0.08)|
Hurco Market Performance
Over the last 30 days Hurco Companies Inc has generated negative risk-adjusted returns adding no value to investors with long positions. More Info
Hurco Return and Market Media
The median price of Hurco for the period between Tue, Nov 5, 2013 and Thu, Dec 5, 2013 is 24.83 with a coefficient of variation of 2.0. The daily time series for the period is distributed with a sample standard deviation of 0.5, arithmetic mean of 24.92, and mean deviation of 0.35. The Stock did not receive any noticable media coverage during the period.