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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 SunOpta Backtesting, SunOpta Valuation, , SunOpta Correlation, SunOpta Prediction, SunOpta Volatility, SunOpta History and anaylize SunOpta Performance

SunOpta Inc

    
alpha for SunOpta Inc (alpha)= 0.44     beta for SunOpta Inc (beta)= 0.42     
30 days against GSPC
Risk Adjusted Performance     0.1836Jensen Alpha     0.431Total Risk Alpha     0.5248Sortino Ratio     0.2078Treynor Ratio     0.9781
    

SunOpta Probability Of Bankruptcy

    
Chance of
Bankruptcy
Less
Than
43%
In The Next
Two Years
SunOpta Inc has less than 43.4 (%) percent chance of experiencing financial distress in the next 2 years of operations.
    
   

SunOpta Market Performance

    
SunOpta
Performance
11
Out Of
100
Over 30
Days
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 Media

    
The 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.
SunOpta         SP 500
Price Growth (%)
 
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