|α||(average alpha)||=||0.01||β||(beta)||=||(1.39)||30 days against GSPC|
|Risk Adjusted Performance 0.0131||Jensen Alpha (0.0066)||Total Risk Alpha 0.2837||Sortino Ratio 0.0102||Treynor Ratio (0.02)|
JC Penney Fundamentals
JC Penney Market Performance
Over the last 30 days J C Penney Company Inc has generated negative risk-adjusted returns adding no value to investors with long positions. More Info
JC Penney Return and Market Media
The median price of JC Penney for the period between Wed, Nov 13, 2013 and Fri, Dec 13, 2013 is 9.03 with a coefficient of variation of 6.71. The daily time series for the period is distributed with a sample standard deviation of 0.61, arithmetic mean of 9.13, and mean deviation of 0.5. The Stock received substential amount of media coverage during this period.