Alpha and Beta Analysis
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![]() | (alpha) | = | 1.44 | ![]() | (beta) | = | (0.17) | 30 days against S&P 500 |
| Risk Adjusted Performance 0.1179 | Jensen Alpha 1.43 | Total Risk Alpha (1.11) | Sortino Ratio 0.4681 | Treynor Ratio (8.73) |
Syntroleum Probability Of Bankruptcy
Syntroleum Corp has more than 96.0 (%) percent chance of experiencing financial distress in the next 2 years of operations. | Syntroleum Market Performance
90% of all equities and portfolios perform better than Syntroleum Corp. Compared with the overall equity markets, risk-adjusted returns on investments in Syntroleum Corp are ranked lower than 10 (%) of all global equities and portfolios over the last 30 days. |
Syntroleum Return and Market MediaThe median price of Syntroleum for the period between Wed, Apr 24, 2013 and Fri, May 24, 2013 is 5.42 with a coefficient of variation of 15.17. The daily time series for the period is distributed with a sample standard deviation of 0.75, arithmetic mean of 4.97, and mean deviation of 0.72. The Stock received some media coverage during the period.
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