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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 Nuance Backtesting, Nuance Valuation, , Nuance Correlation, Nuance Prediction, Nuance Volatility, Nuance History and anaylize Nuance Performance

Nuance Communications Inc

    
alpha for Nuance Communications Inc (alpha)=(0.06)    beta for Nuance Communications Inc (beta)=(0.30)    
30 days against GSPC
Risk Adjusted Performance     (0.03)Jensen Alpha     (0.08)Total Risk Alpha     0.0131Sortino Ratio     (0.0089)Treynor Ratio     0.206
    

Nuance Probability Of Bankruptcy

    
Chance of
Bankruptcy
Less
Than
43%
In The Next
Two Years
Nuance Communications Inc has less than 43.4 (%) percent chance of experiencing financial distress in the next 2 years of operations.
    
   

Nuance Market Performance

    
Nuance
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days Nuance Communications Inc has generated negative risk-adjusted returns adding no value to investors with long positions.
    

Nuance Return and Market Media

    
The median price of Nuance for the period between Tue, May 21, 2013 and Thu, Jun 20, 2013 is 19.0 with a coefficient of variation of 1.43. The daily time series for the period is distributed with a sample standard deviation of 0.27, arithmetic mean of 19.04, and mean deviation of 0.21. The Stock received substential amount of media coverage during this period.
Nuance         SP 500
Price Growth (%)
 
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1
Zacks Bull and Bear of the Day Highlights Santarus Nuance Co...05/23/2013Macroaxis: News
2
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3
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4
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5
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6
NASDAQ Decliners Watch List Autodesk Inc. and Nuance ...06/14/2013Macroaxis: News
    
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