Alpha and Beta Analysis
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![]() | (alpha) | = | 0.44 | ![]() | (beta) | = | 0.42 | 30 days against GSPC |
| Risk Adjusted Performance 0.1836 | Jensen Alpha 0.431 | Total Risk Alpha 0.5248 | Sortino Ratio 0.2078 | Treynor Ratio 0.9781 |
SunOpta Probability Of Bankruptcy
SunOpta Inc has less than 43.4 (%) percent chance of experiencing financial distress in the next 2 years of operations. | SunOpta Market Performance
89% of all equities and portfolios perform better than SunOpta Inc. Compared with the overall equity markets, risk-adjusted returns on investments in SunOpta Inc are ranked lower than 11 (%) of all global equities and portfolios over the last 30 days. |
SunOpta Return and Market MediaThe median price of SunOpta for the period between Mon, May 20, 2013 and Wed, Jun 19, 2013 is 7.96 with a coefficient of variation of 2.72. The daily time series for the period is distributed with a sample standard deviation of 0.22, arithmetic mean of 7.92, and mean deviation of 0.19. The Stock received some media coverage during the period.
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