VOXX International Alpha and Beta Analysis

VOXX International Corporation -- USA Stock  

USD 5.65  0.1  1.74%

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

VOXX International Market Premiums

α (average alpha)=1.07    β (beta)=2.03    
30 days against DJI
Risk Adjusted Performance  (0.076152)Jensen Alpha  (0.93)Total Risk Alpha  (1.81)Sortino Ratio  0.0Treynor Ratio  (0.33)

VOXX International expected buy-and-hold returns

   

VOXX International 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

VOXX International Return and Market Media

The median price of VOXX International for the period between Sat, Nov 11, 2017 and Mon, Dec 11, 2017 is 6.55 with a coefficient of variation of 6.72. The daily time series for the period is distributed with a sample standard deviation of 0.43, arithmetic mean of 6.34, and mean deviation of 0.35. The Stock received some media coverage during the period.
Price Growth (%)  
      Timeline 
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Northern Trust Corp Has 1.90 Million Stake in VOXX Internati...12/11/2017