International Business Alpha and Beta Analysis

International Business Machines Corporation -- USA Stock  

USD 153.96  1.56  1.00%

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
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

International Business Market Premiums

α (average alpha)=0.11    β (beta)=0.91    
30 days against DJI
Risk Adjusted Performance  0.27Jensen Alpha  0.13Total Risk Alpha  0.12Sortino Ratio  0.0Treynor Ratio  0.30

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
Belt hold
Hanging Man

International Business Return and Market Media

The median price of International Business for the period between Thu, Jan 25, 2018 and Sat, Feb 24, 2018 is 155.52 with a coefficient of variation of 3.8. The daily time series for the period is distributed with a sample standard deviation of 5.97, arithmetic mean of 157.25, and mean deviation of 5.07. The Stock received some media coverage during the period.
Price Growth (%)  
      Timeline 
1
International Business exotic insider transaction detected01/31/2018
2
Bona fide gift to John Kelly of 488 shares of International ...02/23/2018