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Alpha and Beta Analysis

 
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Investment horizon: 
  30 Days    Login   to change
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Macroaxis does not give investment advice. However this page provides you with the information you may use to make an intelligent buy, sell, or hold decision applied to your particular trading strategy or market timing initiative. See also InTouch Backtesting, InTouch Valuation, InTouch Correlation, InTouch Prediction, InTouch Volatility, InTouch History and anaylize InTouch Performance

InTouch Survey Systems Ltd

    
alpha for InTouch Survey Systems Ltd (alpha)=(0.16)    beta for InTouch Survey Systems Ltd (beta)=(0.57)    
30 days against S&P 500
Risk Adjusted Performance     (0.06)Jensen Alpha     (0.18)Total Risk Alpha     (1.75)Sortino Ratio     (0.12)Treynor Ratio     0.6201
    

InTouch Probability Of Bankruptcy

    
Chance of
Bankruptcy
Less
Than
15%
In The Next
Two Years
InTouch Survey Systems Ltd has less than 15.64 (%) percent chance of experiencing financial distress in the next 2 years of operations.
    
   

InTouch Market Performance

    
InTouch
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days InTouch Survey Systems Ltd has generated negative risk-adjusted returns adding no value to investors with long positions.
    

InTouch Return and Market Media

    
The median price of InTouch for the period between Sun, Apr 21, 2013 and Tue, May 21, 2013 is 0.28 with a coefficient of variation of 3.16. The daily time series for the period is distributed with a sample standard deviation of 0.01, arithmetic mean of 0.28, and mean deviation of 0.01. The Stock received some media coverage during the period.
InTouch         SP 500
Price Growth (%)
 
1
Maplewood Residents Take Action at MCAP Launch04/24/2013Macroaxis: News
2
Derbyshire County Council New Leader And Her Team Announced05/08/2013Macroaxis: News
3
Changes To Blue Bin Collections In Chesterfield05/15/2013Macroaxis: News
    
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