500 Alpha and Beta Analysis Overview

WBAI -- USA Stock  

USD 10.86  0.51  4.49%

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

500 Market Premiums

α0.67β0.83
30 days against DJI
Risk Adjusted Performance  

0.20

Jensen Alpha  

0.82

Total Risk Alpha  

1.65

Sortino Ratio  

0.0

Treynor Ratio  

1.46

500 expected buy-and-hold returns

500 Market Price Analysis

500 Return and Market Media

The median price of 500 for the period between Thu, Aug 23, 2018 and Sat, Sep 22, 2018 is 11.95 with a coefficient of variation of 6.31. The daily time series for the period is distributed with a sample standard deviation of 0.77, arithmetic mean of 12.17, and mean deviation of 0.7. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
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2
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3
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4
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Current Sentiment - WBAI

500 Limited Investor Sentiment

Most of Macroaxis users are at this time bullish on 500 Limited. What is your sentiment towards investing in 500 Limited? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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See also 500 Backtesting, 500 Valuation, 500 Correlation, 500 Hype Analysis, 500 Volatility, 500 History and analyze 500 Performance. Please also try Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
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