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Alpha and Beta Analysis

 
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Investment horizon: 
  30 Days    Login   to change
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Macroaxis does not give investment advice. However this page provides you with the information you may use to make an intelligent buy, sell, or hold decision applied to your particular trading strategy or market timing initiative. See also Mile Backtesting, Mile Valuation, Mile Correlation, Mile Prediction, Mile Volatility, Mile History and anaylize Mile Performance

Mile Marker International Inc

    
alpha for Mile Marker International Inc (alpha)= 12.42     beta for Mile Marker International Inc (beta)= 3.03     
30 days against S&P 500
Risk Adjusted Performance     0.2096Jensen Alpha     12.44Total Risk Alpha     (6.16)Sortino Ratio     0.0Treynor Ratio     4.43
    

Mile Probability Of Bankruptcy

    
Chance of
Bankruptcy
Less
Than
45%
In The Next
Two Years
Mile Marker International Inc has less than 45.01 (%) percent chance of experiencing financial distress in the next 2 years of operations.
    
   

Mile Market Performance

    
Mile
Performance
20
Out Of
100
Over 30
Days
80% of all equities and portfolios perform better than Mile Marker International Inc. Compared with the overall equity markets, risk-adjusted returns on investments in Mile Marker International Inc are ranked lower than 20 (%) of all global equities and portfolios over the last 30 days.
    

Mile Return and Market Media

    
The median price of Mile for the period between Mon, Apr 22, 2013 and Wed, May 22, 2013 is 0.06 with a coefficient of variation of 28.85. The daily time series for the period is distributed with a sample standard deviation of 0.02, arithmetic mean of 0.06, and mean deviation of 0.01. The Stock did not receive any noticable media coverage during the period.
Mile         SP 500
Price Growth (%)
 
    
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