Reliance Steel Alpha and Beta Analysis Overview

RS -- USA Stock  

USD 93.26  1.30  1.41%

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

α0.09β0.15
30 days against DJI
Risk Adjusted Performance  

0.01

Jensen Alpha  

0.0

Total Risk Alpha  

0.0

Sortino Ratio  

0.0

Treynor Ratio  

0.0

Reliance Steel expected buy-and-hold returns

Reliance Steel Market Price Analysis

Reliance Steel Return and Market Media

The median price of Reliance Steel for the period between Wed, May 23, 2018 and Fri, Jun 22, 2018 is 94.49 with a coefficient of variation of 1.34. The daily time series for the period is distributed with a sample standard deviation of 1.27, arithmetic mean of 94.36, and mean deviation of 1.0. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Sale by Macbeth James P of 200 shares of Reliance Steel05/31/2018
2
Reliance Steel exotic insider transaction detected06/06/2018
3
Acquisition by David Hannah of 25000 shares of Reliance Stee...06/13/2018
4
Sale by Mark Kaminski of 800 shares of Reliance Steel06/21/2018

Current Sentiment - RS

Reliance Steel Aluminum Investor Sentiment
Larger part of Macroaxis users are at this time bullish on Reliance Steel Aluminum Co. What is your perspective on investing in Reliance Steel Aluminum Co? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Upcoming Events

Reliance Steel Upcoming Company Events
Upcoming Quarterly ReportApril 27, 2017
Next Earnings ReportJuly 20, 2017

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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. Please also try Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of macroaxis ideas.