|α||(average alpha)||=||(0.09)||β||(beta)||=||0.82||30 days against GSPC|
|Risk Adjusted Performance 0.0058||Jensen Alpha (0.09)||Total Risk Alpha (0.58)||Sortino Ratio 0.0||Treynor Ratio (0.04)|
Pelikan Market Performance
Over the last 30 days Pelikan Holding AG has generated negative risk-adjusted returns adding no value to investors with long positions. More Info
Pelikan Return and Market Media
The median price of Pelikan for the period between Mon, Nov 11, 2013 and Wed, Dec 11, 2013 is 24.0 with a coefficient of variation of 3.68. The daily time series for the period is distributed with a sample standard deviation of 0.9, arithmetic mean of 24.4, and mean deviation of 0.76. The Stock did not receive any noticable media coverage during the period.