VOXX International Alpha and Beta Analysis Overview

VOXX -- USA Stock  

USD 5.55  0.10  1.77%

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
Symbol
Run Premiums

VOXX International Market Premiums

α0.05β0.36
30 days against DJI
Risk Adjusted Performance  

0.01

Jensen Alpha  

0.0

Total Risk Alpha  

0.0

Sortino Ratio  

0.0332

Treynor Ratio  

0.0

VOXX International expected buy-and-hold returns

VOXX International Market Price Analysis

VOXX International Return and Market Media

The median price of VOXX International for the period between Sun, May 20, 2018 and Tue, Jun 19, 2018 is 5.6 with a coefficient of variation of 2.28. The daily time series for the period is distributed with a sample standard deviation of 0.13, arithmetic mean of 5.63, and mean deviation of 0.11. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Exercise of in-the-money or at-the-money derivative position...05/25/2018
2
Exercise of in-the-money or at-the-money derivative position...05/31/2018
3
Kahn Brothers Group Trimmed By 96.53 Million Its Voxx Intern...06/06/2018
4
EPS for VOXX International Corporation Expected At -0.02 as ...06/11/2018
5
Contrasting Ituran Location and Control Ltd. VOXX Internatio...06/14/2018

Current Sentiment - VOXX

VOXX International Investor Sentiment
Most of Macroaxis users are at this time bullish on VOXX International Corporation. What is your outlook on investing in VOXX International Corporation? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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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. Please also try Volatility Analysis module to get historical volatility and risk analysis based on latest market data.