Gartner Alpha and Beta Analysis

Gartner Inc -- USA Stock  

USD 123.24  2.04  1.63%

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

Gartner Market Premiums

α (average alpha)=0.12    β (beta)=0.37    
30 days against DJI
Risk Adjusted Performance  0.034Jensen Alpha  (0.017458)Total Risk Alpha  (0.41)Sortino Ratio  (0.16)Treynor Ratio  0.1431

Gartner expected buy-and-hold returns

   

Gartner 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

Gartner Return and Market Media

The median price of Gartner for the period between Fri, Sep 22, 2017 and Sun, Oct 22, 2017 is 123.7 with a coefficient of variation of 0.65. The daily time series for the period is distributed with a sample standard deviation of 0.8, arithmetic mean of 123.62, and mean deviation of 0.63. The Stock received some media coverage during the period.
Price Growth (%)  
      Timeline 
1
Acquisition by Darko Hrelic of 29950 shares of Gartner subje...09/29/2017
2
BroadSoft Positioned by Gartner as a Visionary in Magic Quad...10/20/2017