Joy Global Alpha and Beta Analysis

Joy Global -- USA Stock  

USD 28.30  0.01  0.0353%

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

Joy Global Market Premiums

α0.00β0.00
30 days against DJI
Risk Adjusted Performance  

0.76

Jensen Alpha  

0.010147

Total Risk Alpha  

0.009251

Sortino Ratio  

1.25

Treynor Ratio  

3.85

Joy Global expected buy-and-hold returns

Joy Global Market Price Analysis

Joy Global Return and Market Media

The median price of Joy Global for the period between Fri, Feb 23, 2018 and Tue, Apr 24, 2018 is 0.0 with a coefficient of variation of 127.48. The daily time series for the period is distributed with a sample standard deviation of 13.94, arithmetic mean of 10.93, and mean deviation of 13.42. The Stock received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
Payment of 286 shares by Kulasa Matthew S of Joy Global subj...02/24/2018

Current Sentiment - JOY

Joy Global Investor Sentiment
Greater number of Macroaxis users are currently bullish on Joy Global. What is your judgment towards investing in Joy Global? Are you bullish or bearish?
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Bearish
98% Bullish
2% Bearish
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Please also check Joy Global Backtesting, Joy Global Valuation, Joy Global Correlation, Joy Global Hype Analysis, Joy Global Volatility, Joy Global History and analyze Joy Global Performance. Please also try Companies Directory module to evaluate performance of over 100,000 stocks, funds, and etfs against different fundamentals.