Wells Fargo Alpha and Beta Analysis

Wells Fargo Company -- USA Stock  

USD 54.88  0.04  0.0728%

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
Investment Horizon     30 Days    Login   to change
Symbol
Run Premiums

Wells Fargo Market Premiums

α (average alpha)=0.34    β (beta)=1.96    
30 days against DJI
Risk Adjusted Performance  0.0276Jensen Alpha  (0.26)Total Risk Alpha  (0.63)Sortino Ratio  (0.08338)Treynor Ratio  0.0379

Wells Fargo expected buy-and-hold returns

   

Wells Fargo 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

Wells Fargo Return and Market Media

The median price of Wells Fargo for the period between Sat, Sep 23, 2017 and Mon, Oct 23, 2017 is 54.92 with a coefficient of variation of 1.49. The daily time series for the period is distributed with a sample standard deviation of 0.81, arithmetic mean of 54.6, and mean deviation of 0.74. The Stock did not receive any noticable media coverage during the period.
Price Growth (%)  
      Timeline