500 com Alpha and Beta Analysis

500 com Limited -- USA Stock  

USD 11.26  0.08  0.71%

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
Investment Horizon     30 Days    Login   to change
Symbol
Run Premiums

500 com Market Premiums

α (average alpha)=0.013417    β (beta)=0.55    
30 days against DJI
Risk Adjusted Performance  0.0257Jensen Alpha  0.0195Total Risk Alpha  (0.85)Sortino Ratio  (0.015591)Treynor Ratio  0.1713

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, Sep 20, 2017 and Fri, Oct 20, 2017 is 11.23 with a coefficient of variation of 1.48. The daily time series for the period is distributed with a sample standard deviation of 0.17, arithmetic mean of 11.23, and mean deviation of 0.13. The Stock did not receive any noticable media coverage during the period.
Price Growth (%)  
      Timeline