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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 PVH Corp Backtesting, PVH Corp Valuation, PVH Corp Correlation, PVH Corp Prediction, PVH Corp Volatility, PVH Corp History and anaylize PVH Corp Performance

PVH Corp

    
alpha for PVH Corp (alpha)= 0.06     beta for PVH Corp (beta)= 1.23     
30 days against S&P 500
Risk Adjusted Performance     0.1564Jensen Alpha     0.0579Total Risk Alpha     (0.10)Sortino Ratio     0.1017Treynor Ratio     0.2408
    

PVH Corp Probability Of Bankruptcy

    
Chance of
Bankruptcy
Less
Than
35%
In The Next
Two Years
PVH Corp has less than 35.6 (%) percent chance of experiencing financial distress in the next 2 years of operations.
    
   

PVH Corp Market Performance

    
PVH Corp
Performance
14
Out Of
100
Over 30
Days
86% of all equities and portfolios perform better than PVH Corp. Compared with the overall equity markets, risk-adjusted returns on investments in PVH Corp are ranked lower than 14 (%) of all global equities and portfolios over the last 30 days.
    

PVH Corp Return and Market Media

    
The median price of PVH Corp for the period between Wed, Apr 24, 2013 and Fri, May 24, 2013 is 117.93 with a coefficient of variation of 2.53. The daily time series for the period is distributed with a sample standard deviation of 2.95, arithmetic mean of 116.57, and mean deviation of 2.39. The Stock received substential amount of media coverage during this period.
PVH Corp         SP 500
Price Growth (%)
 
1
PVH Corp. to Participate in Barclays Retail and Consumer Dis...04/26/2013Macroaxis: MarketWatch News
2
PVH Corp. Updates First Quarter NonGAAP Earnings Per Share G...05/01/2013Macroaxis: News
3
PVH CORP Tommy Hilfiger and Details Celebrate Redesigned Soh...05/03/2013Macroaxis: News
4
PhillipsVan Heusen quotBuyquot Rating Reaffirmed at TheStree...05/07/2013Macroaxis: News
5
PhillipsVan Heusen Given Buy Rating at TheStreet05/09/2013Macroaxis: News
6
PVH Corp. Announces It Will Join the Accord on Fire and Buil...05/14/2013Macroaxis: News
7
PVH CORP Calvin Klein Underwear to Feature ModelActivist Chr...05/16/2013Macroaxis: News
    
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