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Benchmark SP 500  1,650   0.91  Index Moved Down -0.06% ...


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

Prologis Inc

    
alpha for Prologis Inc (alpha)=(0.10)    beta for Prologis Inc (beta)= 1.02     
30 days against S&P 500
Risk Adjusted Performance     0.0612Jensen Alpha     (0.10)Total Risk Alpha     (0.25)Sortino Ratio     (0.05)Treynor Ratio     0.0898
    

Prologis Probability Of Bankruptcy

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

Prologis Market Performance

    
Prologis
Performance
5
Out Of
100
Over 30
Days
95% of all equities and portfolios perform better than Prologis Inc. Compared with the overall equity markets, risk-adjusted returns on investments in Prologis Inc are ranked lower than 5 (%) of all global equities and portfolios over the last 30 days.
    

Prologis Return and Market Media

    
The median price of Prologis for the period between Fri, Apr 26, 2013 and Sun, May 26, 2013 is 42.98 with a coefficient of variation of 1.97. The daily time series for the period is distributed with a sample standard deviation of 0.85, arithmetic mean of 43.0, and mean deviation of 0.68. The Stock received substential amount of media coverage during this period.
Prologis         SP 500
Price Growth (%)
 
1
PROLOGIS INC Prologis Declares Quarterly Dividends and Annou...05/03/2013Macroaxis: News
2
Nippon Prologis to raise 808 million to expand in Japan05/17/2013Macroaxis: Reuters News
3
SandP Raises Prologis Rating on Stronger Risk Profile Divers...05/21/2013Macroaxis: Wall Street Journal
4
Blackstone Prologis Pay 960 Mln for WarehousesSources05/24/2013Macroaxis: News
    
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