Reliance Steel Alpha and Beta Analysis

Reliance Steel Aluminum Co -- USA Stock  

USD 75.15  1.38  1.8%

This module allows you to check different measures of market premium for Reliance Steel Aluminum Co as well as systematic risk associated with investing in Reliance Steel over a specified time horizon. Additionally take a look at Reliance Steel Backtesting, Reliance Steel Valuation, Reliance Steel Correlation, Reliance Steel Hype Analysis, Reliance Steel Volatility, Reliance Steel History and analyze Reliance Steel Performance
Investment Horizon     30 Days    Login   to change
Symbol
Run Premiums

Reliance Steel Market Premiums

α (average alpha)=0.26    β (beta)=3.38    
30 days against DJI
Risk Adjusted Performance  0.0397Jensen Alpha  (0.17)Total Risk Alpha  (0.55)Sortino Ratio  0.0255Treynor Ratio  0.0627

Reliance Steel expected buy-and-hold returns

   

Reliance Steel Market Price Analysis

Price Series Summation
Price Series Division
Inverse Tangent Over Price Movement
Price Ceiling Movement
Aroon Oscillator
Balance Of Power
Bollinger Bands
Double Exponential Moving Average
Belt hold
Hanging Man

Reliance Steel Return and Market Media

The median price of Reliance Steel for the period between Sat, Sep 16, 2017 and Mon, Oct 16, 2017 is 75.62 with a coefficient of variation of 1.94. The daily time series for the period is distributed with a sample standard deviation of 1.47, arithmetic mean of 75.5, and mean deviation of 1.16. The Stock received some media coverage during the period.
Price Growth (%)  
      Timeline 
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Reliance Steel and Aluminum Co. to Announce Third Quarter 20...10/12/2017