Veritiv Alpha and Beta Analysis

Veritiv Corporation -- USA Stock  

USD 32.6  0.1  0.31%

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

Veritiv Market Premiums

α (average alpha)=0.06    β (beta)=2    
30 days against DJI
Risk Adjusted Performance  0.0115Jensen Alpha  (0.17)Total Risk Alpha  (0.94)Sortino Ratio  (0.061852)Treynor Ratio  0.0075

Veritiv expected buy-and-hold returns

   

Veritiv 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

Veritiv Return and Market Media

The median price of Veritiv for the period between Sun, Sep 17, 2017 and Tue, Oct 17, 2017 is 32.35 with a coefficient of variation of 2.29. The daily time series for the period is distributed with a sample standard deviation of 0.74, arithmetic mean of 32.2, and mean deviation of 0.59. The Stock received some media coverage during the period.
Price Growth (%)  
      Timeline 
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Is Veritiv Corporation a Great Stock for Value Investors10/16/2017