International Business Alpha and Beta Analysis

International Business Machines Corporation -- USA Stock  

USD 159.53  12.99  8.86%

This module allows you to check different measures of market premium for International Business Machines Corporation as well as systematic risk associated with investing in International Business over a specified time horizon. Please also check International Business Backtesting, International Business Valuation, International Business Correlation, International Business Hype Analysis, International Business Volatility, International Business History and analyze International Business Performance
Investment Horizon     30 Days    Login   to change
Symbol
Run Premiums

International Business Market Premiums

α (average alpha)=0.5    β (beta)=0.45    
30 days against DJI
Risk Adjusted Performance  0.0645Jensen Alpha  0.49Total Risk Alpha  (0.59)Sortino Ratio  0.8626Treynor Ratio  (1.99)

International Business expected buy-and-hold returns

   

International Business Market Price Analysis

Price Series Summation
Price Series Division
Inverse Tangent Over Price Movement
Price Ceiling Movement
Aroon Oscillator
Balance Of Power
Bollinger Bands
Double Exponential Moving Average
CDL3BLACKCROWS
Belt hold

International Business Return and Market Media

The median price of International Business for the period between Mon, Sep 18, 2017 and Wed, Oct 18, 2017 is 146.56 with a coefficient of variation of 2.01. The daily time series for the period is distributed with a sample standard deviation of 2.96, arithmetic mean of 146.96, and mean deviation of 1.4. The Stock received some media coverage during the period.
Price Growth (%)  
      Timeline 
1
Why International Business Machines Corporation Could Be A B...09/26/2017
2
Sale by Robert LeBlanc of 100 shares of International Busine...10/18/2017