Alpha and Beta Analysis
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 | (alpha) | = | 0.99 |  | (beta) | = | (0.03) | 30 days against S&P 500 |
| Risk Adjusted Performance 0.1513 | Jensen Alpha 0.9792 | Total Risk Alpha (1.08) | Sortino Ratio 0.2485 | Treynor Ratio (32.34) |
JC Penney Probability Of Bankruptcy
J C Penney Company Inc has less than 40.57 (%) percent chance of experiencing financial distress in the next 2 years of operations. | JC Penney Market Performance
86% of all equities and portfolios perform better than J C Penney Company Inc. Compared with the overall equity markets, risk-adjusted returns on investments in J C Penney Company Inc are ranked lower than 14 (%) of all global equities and portfolios over the last 30 days. |
JC Penney Return and Market MediaThe median price of JC Penney for the period between Sun, Apr 21, 2013 and Tue, May 21, 2013 is 17.19 with a coefficient of variation of 6.98. The daily time series for the period is distributed with a sample standard deviation of 1.2, arithmetic mean of 17.13, and mean deviation of 0.97. The Stock received substential amount of media coverage during this period.
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