500 com Alpha and Beta Analysis

500 com Limited -- USA Stock  

USD 16.70  1.19  6.65%

This module allows you to check different measures of market premium for 500 com Limited as well as systematic risk associated with investing in 500 com over a specified time horizon. See also 500 com Backtesting, 500 com Valuation, 500 com Correlation, 500 com Hype Analysis, 500 com Volatility, 500 com History and analyze 500 com Performance
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

500 com Market Premiums

α (average alpha)=1.89    β (beta)=1.32    
30 days against DJI
Risk Adjusted Performance  0.6376Jensen Alpha  2.17Total Risk Alpha  2.53Sortino Ratio  0.6516Treynor Ratio  1.41

500 com expected buy-and-hold returns

   

500 com 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

500 com Return and Market Media

The median price of 500 com for the period between Wed, Jan 24, 2018 and Fri, Feb 23, 2018 is 12.24 with a coefficient of variation of 16.99. The daily time series for the period is distributed with a sample standard deviation of 2.23, arithmetic mean of 13.11, and mean deviation of 1.73. The Stock received some media coverage during the period.
Price Growth (%)  
      Timeline 
1
Volatility Can Be The Friend Of The Patient Long-Term Invest...02/22/2018