China Ming Alpha and Beta Analysis

China Ming Yang Wind Power Group Limited -- USA Stock  

USD 0.47  0.06  14.63%

This module allows you to check different measures of market premium for China Ming Yang Wind Power Group Limited as well as systematic risk associated with investing in China Ming over a specified time horizon. Please see also China Ming Backtesting, China Ming Valuation, China Ming Correlation, China Ming Hype Analysis, China Ming Volatility, China Ming History and analyze China Ming Performance
Investment Horizon     30 Days    Login   to change
Symbol
Run Premiums

China Ming Market Premiums

α (average alpha)=4.94    β (beta)=2.33    
30 days against DJI
Risk Adjusted Performance  0.1928Jensen Alpha  1.44Total Risk Alpha  (1.56)Sortino Ratio  0.0Treynor Ratio  0.3935

China Ming expected buy-and-hold returns

   

China Ming 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

China Ming Return and Market Media

The median price of China Ming for the period between Thu, Nov 16, 2017 and Sat, Dec 16, 2017 is 0.28 with a coefficient of variation of 30.44. The daily time series for the period is distributed with a sample standard deviation of 0.09, arithmetic mean of 0.31, and mean deviation of 0.08. The Stock received some media coverage during the period.
Price Growth (%)  
      Timeline 
1
Wind Turbine Manufacturer Fuhrlnder AG Wins Lawsuit for Lice...11/20/2017