Mentor Graphics Alpha and Beta Analysis

Mentor Graphics Corporation -- USA Stock  

USD 37.25  0.00  0.00%

This module allows you to check different measures of market premium for Mentor Graphics Corporation as well as systematic risk associated with investing in Mentor Graphics over a specified time horizon. Please see also Stocks Correlation.
Investment Horizon     30 Days    Login   to change
Run Premiums

Mentor Graphics Market Premiums

α (average alpha)=0.00    β (beta)=0.00    
30 days against DJI
Risk Adjusted Performance  0.0261Jensen Alpha  (0.005559)Total Risk Alpha  (0.03986)Sortino Ratio  (1.56)Treynor Ratio  0.0773

Mentor Graphics Fundamentals

 Better Than Average     
 Worse Than Average Compare Mentor Graphics to competition
FundamentalsMentor GraphicsPeer Average
Return On Asset0.0004 % (15.64) %
Profit Margin0.0008 % (5.5) %
Operating Margin11.63 % (10.91) %
Current Valuation2.02 B152.14 B
Shares Outstanding116.7 M1.43 B
Shares Owned by Insiders0.93 % 6.91 %
Shares Owned by Institutions102.3 % 18.37 %

Mentor Graphics Opportunities

Mentor Graphics Return and Market Media

The median price of Mentor Graphics for the period between Tue, Nov 14, 2017 and Thu, Dec 14, 2017 is 37.18 with a coefficient of variation of 0.13. The daily time series for the period is distributed with a sample standard deviation of 0.05, arithmetic mean of 37.17, and mean deviation of 0.04. The Stock received some media coverage during the period.
Price Growth (%)  
Why Investors remained confident on Mentor Graphics Corporat...03/16/2017