Workday Alpha and Beta Analysis

Workday Inc -- USA Stock  

USD 103.35  1.88  1.85%

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
Investment Horizon     30 Days    Login   to change
Run Premiums

Workday Market Premiums

α (average alpha)=0.15    β (beta)=1.42    
30 days against DJI
Risk Adjusted Performance  (0.021375)Jensen Alpha  0.1269Total Risk Alpha  (1.16)Sortino Ratio  0.0Treynor Ratio  0.1106

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 Tue, Nov 14, 2017 and Thu, Dec 14, 2017 is 106.54 with a coefficient of variation of 5.57. The daily time series for the period is distributed with a sample standard deviation of 5.96, arithmetic mean of 107.02, and mean deviation of 5.03. The Stock received some media coverage during the period.
Price Growth (%)  
Is It Undervalued Look at the PE Ratio Workday, Inc. , Cardi...11/22/2017
Acquisition by Lee Styslinger of 15000 shares of Workday sub...12/13/2017