Visa Alpha and Beta Analysis

Visa Inc -- USA Stock  

USD 107.02  0.53  0.49%

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
Run Premiums

Visa Market Premiums

α (average alpha)=0.15    β (beta)=1.22    
30 days against DJI
Risk Adjusted Performance  0.0424Jensen Alpha  (0.13)Total Risk Alpha  (0.41)Sortino Ratio  (0.087526)Treynor Ratio  0.0755

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 Fri, Sep 22, 2017 and Sun, Oct 22, 2017 is 106.73 with a coefficient of variation of 1.6. The daily time series for the period is distributed with a sample standard deviation of 1.7, arithmetic mean of 106.25, and mean deviation of 1.43. The Stock received some media coverage during the period.
Price Growth (%)  
Why Visa Inc Stock Has Me Singing the Fear of Missing Out Bl...10/20/2017