Workday Alpha and Beta Analysis

Workday Inc -- USA Stock  

USD 135.33  1.09  0.80%

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

Workday Market Premiums

α (average alpha)=0.37    β (beta)=0.27    
30 days against DJI
Risk Adjusted Performance  0.3342Jensen Alpha  0.5237Total Risk Alpha  0.6398Sortino Ratio  0.4752Treynor Ratio  13.16

Workday expected buy-and-hold returns


Workday 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

Workday Return and Market Media

The median price of Workday for the period between Sat, Feb 17, 2018 and Mon, Mar 19, 2018 is 131.28 with a coefficient of variation of 4.6. The daily time series for the period is distributed with a sample standard deviation of 6.02, arithmetic mean of 130.83, and mean deviation of 5.46. The Stock received some media coverage during the period.
 Price Growth (%)  
Conversion by Michael Stankey of 2211 shares of Workday02/23/2018