Alpha and Beta Analysis
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![]() | (alpha) | = | (0.06) | ![]() | (beta) | = | (0.30) | 30 days against GSPC |
| Risk Adjusted Performance (0.03) | Jensen Alpha (0.08) | Total Risk Alpha 0.0131 | Sortino Ratio (0.0089) | Treynor Ratio 0.206 |
Nuance Probability Of Bankruptcy
Nuance Communications Inc has less than 43.4 (%) percent chance of experiencing financial distress in the next 2 years of operations. | 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. |
Nuance Return and Market MediaThe 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.
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