Newpark Resources Alpha and Beta Analysis

Newpark Resources Inc -- USA Stock  

USD 8.60  0.40  4.44%

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

Newpark Resources Market Premiums

α (average alpha)=0.37    β (beta)=0.43    
30 days against DJI
Risk Adjusted Performance  0.2078Jensen Alpha  0.336Total Risk Alpha  0.471Sortino Ratio  0.1867Treynor Ratio  2.21

Newpark Resources expected buy-and-hold returns


Newpark Resources 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

Newpark Resources Return and Market Media

The median price of Newpark Resources for the period between Tue, Feb 20, 2018 and Thu, Mar 22, 2018 is 8.65 with a coefficient of variation of 2.36. The daily time series for the period is distributed with a sample standard deviation of 0.2, arithmetic mean of 8.65, and mean deviation of 0.16. The Stock received some media coverage during the period.
 Price Growth (%)  
Q4 2018 EPS Estimates for Newpark Resources Inc Raised by An...02/28/2018
Payment of 2666 shares by Gregg Piontek of Newpark Resources...03/21/2018