|α||(average alpha)||=||(0.41)||β||(beta)||=||0.31||30 days against GSPC|
|Risk Adjusted Performance 0.0||Jensen Alpha 0.0||Total Risk Alpha 0.0||Sortino Ratio 0.0||Treynor Ratio 0.0|
Nuance Market Performance
Over the last 30 days Nuance Communications Inc has generated negative risk-adjusted returns adding no value to investors with long positions. More Info
Nuance Return and Market Media
The median price of Nuance for the period between Tue, Nov 12, 2013 and Thu, Dec 12, 2013 is 15.71 with a coefficient of variation of 8.18. The daily time series for the period is distributed with a sample standard deviation of 1.23, arithmetic mean of 14.98, and mean deviation of 1.15. The Stock received substential amount of media coverage during this period.