Reliance Steel Alpha and Beta Analysis

Reliance Steel Aluminum Co -- USA Stock  

USD 91.70  0.59  0.64%

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
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

Reliance Steel Market Premiums

α (average alpha)=0.27    β (beta)=1.00    
30 days against DJI
Risk Adjusted Performance  0.0367Jensen Alpha  0.1906Total Risk Alpha  0.2286Sortino Ratio  0.0892Treynor Ratio  0.0331

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 Thu, Jan 25, 2018 and Sat, Feb 24, 2018 is 88.76 with a coefficient of variation of 4.48. The daily time series for the period is distributed with a sample standard deviation of 3.96, arithmetic mean of 88.3, and mean deviation of 3.42. The Stock received some media coverage during the period.
Price Growth (%)  
      Timeline 
1
Acquisition by David Hannah of 32000 shares of Reliance Stee...02/02/2018
2
Risk Malaise Alert in Option Market Reliance Steel and Alumi...02/23/2018