Mentor Graphics Alpha and Beta Analysis

Mentor Graphics Corporation -- USA Stock  

USD 37.26  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 Mentor Graphics Backtesting, Mentor Graphics Valuation, Mentor Graphics Correlation, Mentor Graphics Hype Analysis, Mentor Graphics Volatility, Mentor Graphics History and analyze Mentor Graphics Performance
 Time 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  0.0483Jensen Alpha  0.0033Total Risk Alpha  0.0054Sortino Ratio  0.186Treynor Ratio  0.37

Mentor Graphics expected buy-and-hold returns


Mentor Graphics Market Price Analysis

Price Series Summation
Price Series Division
Inverse Tangent Over Price Movement
Price Ceiling Movement
Aroon Oscillator
Balance Of Power
Bollinger Bands
Double Exponential Moving Average
Belt hold
Hanging Man

Mentor Graphics Return and Market Media

The median price of Mentor Graphics for the period between Mon, Feb 19, 2018 and Wed, Mar 21, 2018 is 37.2 with a coefficient of variation of 0.14. The daily time series for the period is distributed with a sample standard deviation of 0.05, arithmetic mean of 37.2, and mean deviation of 0.04. The Stock received some media coverage during the period.
 Price Growth (%)  
Acquisition by Cheryl Shavers of 8083 shares of Mentor Graph...03/20/2018