Wells Fargo Alpha and Beta Analysis

Wells Fargo Company -- USA Stock  

USD 53.11  0.60  1.14%

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

Wells Fargo Market Premiums

α0.29β0.19
30 days against DJI
Risk Adjusted Performance  

0.23

Jensen Alpha  

0.23

Total Risk Alpha  

0.20

Sortino Ratio  

0.0

Treynor Ratio  

4.99

Wells Fargo expected buy-and-hold returns

Wells Fargo Market Price Analysis

Wells Fargo Return and Market Media

The median price of Wells Fargo for the period between Sat, Feb 24, 2018 and Wed, Apr 25, 2018 is 53.11 with a coefficient of variation of 5.38. The daily time series for the period is distributed with a sample standard deviation of 2.93, arithmetic mean of 54.4, and mean deviation of 2.66. The Stock received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
Exercise or conversion by Jonathan Weiss of 4775 shares of W...03/16/2018
2
Exercise or conversion by Kevin Rhein of 603 shares of Wells...04/05/2018
3
Exercise or conversion by Susan Swenson of 7740 shares of We...04/25/2018

Current Sentiment - WFC

Wells Fargo Investor Sentiment
Predominant part of Macroaxis users are at this time bullish on Wells Fargo Company. What is your outlook on investing in Wells Fargo Company? Are you bullish or bearish?
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98% Bullish
2% Bearish
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See also Wells Fargo Backtesting, Wells Fargo Valuation, Wells Fargo Correlation, Wells Fargo Hype Analysis, Wells Fargo Volatility, Wells Fargo History and analyze Wells Fargo Performance. Please also try Balance Of Power module to check stock momentum by analyzing balance of power indicator and other technical ratios.