Sprint Alpha and Beta Analysis

Sprint Corporation -- USA Stock  

USD 7.05  0.04  0.56%

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

Sprint Market Premiums

α (average alpha)=0.53    β (beta)=1.7    
30 days against DJI
Risk Adjusted Performance  (0.048456)Jensen Alpha  (0.56)Total Risk Alpha  (2.07)Sortino Ratio  0.0Treynor Ratio  0.8276

Sprint expected buy-and-hold returns

   

Sprint 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
CDL3BLACKCROWS
Belt hold

Sprint Return and Market Media

The median price of Sprint for the period between Mon, Sep 18, 2017 and Wed, Oct 18, 2017 is 7.69 with a coefficient of variation of 5.49. The daily time series for the period is distributed with a sample standard deviation of 0.42, arithmetic mean of 7.6, and mean deviation of 0.36. The Stock received some media coverage during the period.
Price Growth (%)  
      Timeline 
1
No One Wants to Bet on Sprint-T-Mobile10/16/2017