Joy Global Alpha and Beta Analysis

Joy Global Inc -- USA Stock  

USD 28.3  0.00  0.00%

This module allows you to check different measures of market premium for Joy Global Inc as well as systematic risk associated with investing in Joy Global over a specified time horizon. Please also check Risk vs Return Analysis.
Investment Horizon     30 Days    Login   to change
Run Premiums

Joy Global Market Premiums

α (average alpha)=0.00    β (beta)=0.00    
30 days against DJI
Risk Adjusted Performance  0.0338Jensen Alpha  0.0165Total Risk Alpha  (0.062812)Sortino Ratio  (1.96)Treynor Ratio  (0.24)

Joy Global Fundamentals

 Better Than Average     
 Worse Than Average Compare Joy Global to competition
FundamentalsJoy GlobalPeer Average
Return On Asset0.01 % (15.64) %
Profit Margin(0.02) % (5.5) %
Operating Margin2.54 % (10.91) %
Current Valuation3.56 B152.14 B
Shares Outstanding98.04 M1.43 B
Shares Owned by Insiders0.49 % 6.91 %
Shares Owned by Institutions111 % 18.37 %

Joy Global Opportunities

Joy Global Return and Market Media

The median price of Joy Global for the period between Fri, Sep 22, 2017 and Sun, Oct 22, 2017 is 28.2 with a coefficient of variation of 0.18. The daily time series for the period is distributed with a sample standard deviation of 0.05, arithmetic mean of 28.21, and mean deviation of 0.04. The Stock received some media coverage during the period.
Price Growth (%)  
Payment of 860 shares by Edward Doheny of Joy Global subject...03/17/2017