Newpark Resources Alpha and Beta Analysis

Newpark Resources Inc -- USA Stock  

USD 9.7  0.25  2.65%

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
Investment Horizon     30 Days    Login   to change
Symbol
Run Premiums

Newpark Resources Market Premiums

α (average alpha)=0.05    β (beta)=0.04    
30 days against DJI
Risk Adjusted Performance  (0.001822)Jensen Alpha  0.3682Total Risk Alpha  (0.9)Sortino Ratio  0.0Treynor Ratio  0.0224

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 Thu, Sep 21, 2017 and Sat, Oct 21, 2017 is 9.7 with a coefficient of variation of 1.82. The daily time series for the period is distributed with a sample standard deviation of 0.18, arithmetic mean of 9.75, and mean deviation of 0.13. The Stock received some media coverage during the period.
Price Growth (%)  
      Timeline 
1
Newpark Resources Announces Credit Facility Amendment10/18/2017