Target Alpha and Beta Analysis

Target Corporation -- USA Stock  

USD 75.41  0.38  0.51%

This module allows you to check different measures of market premium for Target Corporation as well as systematic risk associated with investing in Target over a specified time horizon. Also please take a look at Target Backtesting, Target Valuation, Target Correlation, Target Hype Analysis, Target Volatility, Target History and analyze Target Performance
 Time Horizon     30 Days    Login   to change
Run Premiums

Target Market Premiums

α (average alpha)=0.03    β (beta)=0.22    
30 days against DJI
Risk Adjusted Performance  0.064244Jensen Alpha  0.16Total Risk Alpha  0.1613Sortino Ratio  0.0Treynor Ratio  0.2182

Target expected buy-and-hold returns


Target Market Price Analysis

Price Series Summation
Price Series Division
Inverse Tangent Over Price Movement
Price Ceiling Movement
Aroon Oscillator
Balance Of Power
Bollinger Bands
Double Exponential Moving Average
Belt hold
Hanging Man

Target Return and Market Media

The median price of Target for the period between Fri, Jan 26, 2018 and Sun, Feb 25, 2018 is 75.03 with a coefficient of variation of 2.55. The daily time series for the period is distributed with a sample standard deviation of 1.89, arithmetic mean of 74.3, and mean deviation of 1.65. The Stock received some media coverage during the period.
Price Growth (%)  
Target Corporation Dips 2.69 percent for February 0202/02/2018