VOXX International Alpha and Beta Analysis

VOXX International Corporation -- USA Stock  

USD 5.70  0.30  5.56%

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
 Time Horizon     30 Days    Login   to change
Run Premiums

VOXX International Market Premiums

α (average alpha)=0.65    β (beta)=0.0233    
30 days against DJI
Risk Adjusted Performance  0.45Jensen Alpha  0.65Total Risk Alpha  0.36Sortino Ratio  0.0Treynor Ratio  2.62

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 Fri, Jan 26, 2018 and Sun, Feb 25, 2018 is 5.425 with a coefficient of variation of 8.77. The daily time series for the period is distributed with a sample standard deviation of 0.5, arithmetic mean of 5.67, and mean deviation of 0.41. The Stock received some media coverage during the period.
Price Growth (%)  
Exercise of in-the-money or at-the-money derivative position...02/22/2018