|α||(average alpha)||=||0.12||β||(beta)||=||0.68||30 days against GSPC|
|Risk Adjusted Performance 0.1175||Jensen Alpha 0.1082||Total Risk Alpha 0.0506||Sortino Ratio 0.1123||Treynor Ratio 0.2343|
Wells Fargo Fundamentals
Wells Fargo Market Performance
87% of all equities and portfolios perform better than Wells Fargo Company. Compared with the overall equity markets, risk-adjusted returns on investments in Wells Fargo Company are ranked lower than 13 (%) of all global equities and portfolios over the last 30 days. More Info
Wells Fargo Return and Market Media
The median price of Wells Fargo for the period between Mon, Nov 11, 2013 and Wed, Dec 11, 2013 is 43.75 with a coefficient of variation of 1.41. The daily time series for the period is distributed with a sample standard deviation of 0.62, arithmetic mean of 43.71, and mean deviation of 0.49. The Stock received a lot of media exposure during the period.