Alpha Search
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![]() | (alpha) | = | (0.26) | ![]() | (beta) | = | 2.33 | 30 days against S&P 500 |
| Risk Adjusted Performance 0.1855 | Jensen Alpha (0.24) | Total Risk Alpha (0.56) | Sortino Ratio 0.1013 | Treynor Ratio 0.2458 |
JP Morgan Probability Of Bankruptcy
JMP Group Inc has less than 38.74 (%) percent chance of experiencing financial distress in the next 2 years of operations. | JP Morgan Market Performance
83% of all equities and portfolios perform better than JMP Group Inc. Compared with the overall equity markets, risk-adjusted returns on investments in JMP Group Inc are ranked lower than 17 (%) of all global equities and portfolios over the last 30 days. |
JP Morgan Return and Market MediaThe median price of JP Morgan for the period between Thu, Apr 18, 2013 and Sat, May 18, 2013 is 6.45 with a coefficient of variation of 3.04. The daily time series for the period is distributed with a sample standard deviation of 0.2, arithmetic mean of 6.47, and mean deviation of 0.14. The Stock received substential amount of media coverage during this period.
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