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Benchmark SP 500  1,650   0.91  Index Moved Down -0.06% ...


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Alpha and Beta Analysis

 
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Investment horizon: 
  30 Days    Login   to change
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Macroaxis does not give investment advice. However this page provides you with the information you may use to make an intelligent buy, sell, or hold decision applied to your particular trading strategy or market timing initiative. See also SGS SA Backtesting, SGS SA Valuation, SGS SA Correlation, SGS SA Prediction, SGS SA Volatility, SGS SA History and anaylize SGS SA Performance

SGS SA

    
alpha for SGS SA (alpha)=(0.47)    beta for SGS SA (beta)= 0.56     
30 days against S&P 500
Risk Adjusted Performance     (0.12)Jensen Alpha     (0.48)Total Risk Alpha     (0.91)Sortino Ratio     0.0Treynor Ratio     (0.68)
    

SGS SA Probability Of Bankruptcy

    
Chance of
Bankruptcy
Less
Than
47%
In The Next
Two Years
SGS SA has less than 47.3 (%) percent chance of experiencing financial distress in the next 2 years of operations.
    
   

SGS SA Market Performance

    
SGS SA
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days SGS SA has generated negative risk-adjusted returns adding no value to investors with long positions.
    

SGS SA Return and Market Media

    
The median price of SGS SA for the period between Thu, Apr 25, 2013 and Sat, May 25, 2013 is 2483.2 with a coefficient of variation of 2.43. The daily time series for the period is distributed with a sample standard deviation of 59.98, arithmetic mean of 2464.67, and mean deviation of 33.7. The Stock did not receive any noticable media coverage during the period.
SGS SA         SP 500
Price Growth (%)
 
    
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