International Business Alpha and Beta Analysis

International Business Machines Corporation -- USA Stock  

USD 155.41  0.6  0.39%

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)=0.1    β (beta)=0.76    
30 days against DJI
Risk Adjusted Performance  0.114Jensen Alpha  0.0035Total Risk Alpha  (0.087327)Sortino Ratio  (0.031587)Treynor Ratio  0.1711

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 Sat, Nov 11, 2017 and Mon, Dec 11, 2017 is 151.98 with a coefficient of variation of 1.75. The daily time series for the period is distributed with a sample standard deviation of 2.66, arithmetic mean of 152.02, and mean deviation of 2.2. The Stock received some media coverage during the period.
Price Growth (%)  
      Timeline 
1
Sale by Jon Iwata of 264 shares of International Business11/17/2017
2
Exercise or conversion by Stanley Sutula of 218 shares of In...12/11/2017