Alpha and Beta Analysis
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![]() | (alpha) | = | (0.47) | ![]() | (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 0.0 | Treynor Ratio (0.68) |
SGS SA Probability Of Bankruptcy
SGS SA has less than 47.3 (%) percent chance of experiencing financial distress in the next 2 years of operations. | SGS SA Market Performance
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 MediaThe 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.
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