Wells Fargo Alpha and Beta Analysis Overview

WFC -- USA Stock  

USD 56.33  0.24  0.42%

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

α0.15β0.22
30 days against DJI
Risk Adjusted Performance  

0.0565

Jensen Alpha  

0.0446

Total Risk Alpha  

0.22

Sortino Ratio  

0.06

Treynor Ratio  

0.2672

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 Wed, Jun 20, 2018 and Fri, Jul 20, 2018 is 55.56 with a coefficient of variation of 2.13. The daily time series for the period is distributed with a sample standard deviation of 1.18, arithmetic mean of 55.36, and mean deviation of 0.98. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Exercise or conversion by Carrie Tolstedt of 40308 shares of...06/28/2018
2
Exercise or conversion by Munio David J of 18367 shares of W...07/10/2018
3
Acquisition by Amanda Norton of 82099 shares of Wells Fargo ...07/13/2018
4
Wells Fargo exotic insider transaction detected07/16/2018
5
Acquisition by Cynthia Milligan of 10490 shares of Wells Far...07/19/2018

Upcoming Events

Wells Fargo Upcoming Company Events
Upcoming Quarterly ReportOctober 12, 2018
Next Earnings ReportJanuary 11, 2019

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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 Headlines Timeline module to stay connected to all market stories and filter out noise. drill down to analyze hype elasticity.
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