Workday Alpha and Beta Analysis Overview

WDAY -- USA Stock  

USD 134.76  2.55  1.86%

This module allows you to check different measures of market premium for Workday 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
Symbol
Run Premiums

Workday Market Premiums

α0.15β1.35
30 days against DJI
Risk Adjusted Performance  

0.0937

Jensen Alpha  

0.3074

Total Risk Alpha  

0.1

Sortino Ratio  

0.0962

Treynor Ratio  

3.45

Workday expected buy-and-hold returns

Workday Market Price Analysis

Workday Return and Market Media

The median price of Workday for the period between Sat, Jun 16, 2018 and Mon, Jul 16, 2018 is 128.09 with a coefficient of variation of 3.82. The daily time series for the period is distributed with a sample standard deviation of 4.84, arithmetic mean of 126.71, and mean deviation of 3.82. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Workday exotic insider transaction detected06/22/2018
2
Workday exotic insider transaction detected06/26/2018
3
218 institutional investors are raising stakes in Workday, I...06/29/2018
4
Conversion by Michael Stankey of 2211 shares of Workday07/02/2018
5
Exercise or conversion by Michael Stankey of 12500 shares of...07/06/2018
6
Workday exotic insider transaction detected07/09/2018
7
Mgm Resorts International Shareholder Calamos Advisors Has U...07/12/2018

Upcoming Events

Workday Upcoming Company Events
Upcoming Quarterly ReportMay 30, 2017
Next Earnings ReportAugust 23, 2017

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See also Workday Backtesting, Workday Valuation, Workday Correlation, Workday Hype Analysis, Workday Volatility, Workday History and analyze Workday Performance. Please also try Commodity Channel Index module to use commodity channel index to analyze current equity momentum.