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

Robert Half International Inc

    
alpha for Robert Half International Inc (alpha)=(0.98)    beta for Robert Half International Inc (beta)= 2.86     
30 days against S&P 500
Risk Adjusted Performance     (0.0088)Jensen Alpha     (0.95)Total Risk Alpha     (1.63)Sortino Ratio     (0.10)Treynor Ratio     (0.03)
    

Robert Probability Of Bankruptcy

    
Chance of
Bankruptcy
Less
Than
1%
In The Next
Two Years
Robert Half International Inc has less than 1.0 (%) percent chance of experiencing financial distress in the next 2 years of operations.
    
   

Robert Market Performance

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

Robert Return and Market Media

    
The median price of Robert for the period between Sun, Apr 21, 2013 and Tue, May 21, 2013 is 33.58 with a coefficient of variation of 4.63. The daily time series for the period is distributed with a sample standard deviation of 1.57, arithmetic mean of 33.95, and mean deviation of 1.29. The Stock received substential amount of media coverage during this period.
Robert         SP 500
Price Growth (%)
 
1
Robert Half International Earnings Everything You Must Know ...04/24/2013Macroaxis: News
2
Robert Half Given quotNeutralquot Rating at Zacks04/26/2013Macroaxis: News
3
ROBERT HALF INTERNATIONAL INC. Banks struggle to recruit eno...04/30/2013Macroaxis: News
4
Robert Half International Announces Quarterly Dividend Daily...05/03/2013Macroaxis: News
5
Robert Half Rating Reiterated by Deutsche Bank05/08/2013Macroaxis: News
6
Robert Half Stock Rating Reaffirmed by Deutsche Bank05/10/2013Macroaxis: News
7
ROBERT HALF INTERNATIONAL INC. Protiviti 2013 SarbanesOxley ...05/15/2013Macroaxis: News
    
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