Target Alpha and Beta Analysis

Target Corporation -- USA Stock  

USD 61.76  0.39  0.64%

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
Investment Horizon     30 Days    Login   to change
Run Premiums

Target Market Premiums

α (average alpha)=0.09    β (beta)=1.34    
30 days against DJI
Risk Adjusted Performance  0.0364Jensen Alpha  (0.007639)Total Risk Alpha  (1.02)Sortino Ratio  0.0069Treynor Ratio  0.1605

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 Sun, Nov 12, 2017 and Tue, Dec 12, 2017 is 59.9 with a coefficient of variation of 4.25. The daily time series for the period is distributed with a sample standard deviation of 2.51, arithmetic mean of 59.13, and mean deviation of 2.17. The Stock received some media coverage during the period.
Price Growth (%)  
Target Corporation Could Be a Big Winner in Coming Months12/11/2017