Visa Alpha and Beta Analysis

Visa Inc -- USA Stock  

USD 113.31  0.15  0.13%

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

Visa Market Premiums

α (average alpha)=0.21    β (beta)=1.23    
30 days against DJI
Risk Adjusted Performance  0.0368Jensen Alpha  (0.17)Total Risk Alpha  (0.52)Sortino Ratio  (0.069381)Treynor Ratio  0.0655

Visa expected buy-and-hold returns

   

Visa 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

Visa Return and Market Media

The median price of Visa for the period between Tue, Nov 14, 2017 and Thu, Dec 14, 2017 is 111.4 with a coefficient of variation of 1.41. The daily time series for the period is distributed with a sample standard deviation of 1.57, arithmetic mean of 111.2, and mean deviation of 1.26. The Stock received some media coverage during the period.
Price Growth (%)  
      Timeline 
1
Acquisition by Hoffmeister James H of 4098 shares of Visa su...11/21/2017
2
The Long Case For Visa Inc.12/13/2017