Target Alpha and Beta Analysis Overview

TGT -- USA Stock  

USD 87.68  0.025  0.0285%

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.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Target Market Premiums

α0.21β0.14
30 days against DJI
Risk Adjusted Performance  

0.0827

Jensen Alpha  

0.1768

Total Risk Alpha  

0.045096

Sortino Ratio  

0.1405

Treynor Ratio  

2.52

Target expected buy-and-hold returns

Target Market Price Analysis

Target Return and Market Media

The median price of Target for the period between Mon, Aug 20, 2018 and Wed, Sep 19, 2018 is 87.5 with a coefficient of variation of 1.82. The daily time series for the period is distributed with a sample standard deviation of 1.58, arithmetic mean of 87.22, and mean deviation of 1.15. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Stocks With Favorable Valuation Metrics Prospect Capital Cor...08/31/2018
2
Sale by Robert Harrison of 9820 shares of Target09/05/2018
3
Payment of 919 shares by Minsok Pak of Target subject to Rul...09/12/2018
4
Acquisition by Tamke George W of 279 shares of Target subjec...09/18/2018

Target Upcoming Events

Target Upcoming Company Events

Upcoming Quarterly ReportMay 17, 2017
Next Earnings ReportAugust 16, 2017

Build Diversified Portfolios

Align your risk with return expectations

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Also please take a look at Target Backtesting, Target Valuation, Target Correlation, Target Hype Analysis, Target Volatility, Target History and analyze Target Performance. Please also try Cryptocurrency Center module to build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency.
Search macroaxis.com