Reliance Steel Alpha and Beta Analysis Overview

RS -- USA Stock  

USD 86.29  0.74  0.86%

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.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Reliance Steel Market Premiums

α0.24β0.65
30 days against DJI
Risk Adjusted Performance  

0.026109

Jensen Alpha  

0.29

Total Risk Alpha  

0.79

Sortino Ratio  

0.0

Treynor Ratio  

0.17

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 Sun, Aug 26, 2018 and Tue, Sep 25, 2018 is 87.06 with a coefficient of variation of 1.77. The daily time series for the period is distributed with a sample standard deviation of 1.54, arithmetic mean of 86.86, and mean deviation of 1.37. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Sale by Karla Lewis of 200 shares of Reliance Steel09/06/2018
2
How To Gain With Reliance Steel Aluminum Co09/10/2018
3
Sale by Gregg Mollins of 1400 shares of Reliance Steel09/13/2018
4
Sale by Crider Joe D of 100 shares of Reliance Steel09/17/2018
5
Reliance Steel Aluminum Co Shares Bought by Natixis09/20/2018

Reliance Steel Upcoming Events

Reliance Steel Aluminum Upcoming Company Events

Upcoming Quarterly ReportApril 27, 2017
Next Earnings ReportJuly 20, 2017

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