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1398 WFC JPM C Macroaxis 20 Small Growth Small Blend Currently Hot 
Benchmark SP 500  1,629   22.88  Index Moved Down -1.39% United States ...


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Alpha and Beta Analysis

 
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Investment horizon: 
  30 Days    Login   to change
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Macroaxis does not give investment advice. However this page provides you with the information you may use to make an intelligent buy, sell, or hold decision applied to your particular trading strategy or market timing initiative. See also Wells Fargo Backtesting, Wells Fargo Valuation, , Wells Fargo Correlation, Wells Fargo Prediction, Wells Fargo Volatility, Wells Fargo History and anaylize Wells Fargo Performance

Wells Fargo Company

    
alpha for Wells Fargo   Company (alpha)= 0.13     beta for Wells Fargo   Company (beta)= 1.15     
30 days against GSPC
Risk Adjusted Performance     0.0059Jensen Alpha     0.1352Total Risk Alpha     0.1591Sortino Ratio     0.0861Treynor Ratio     (0.0048)
    

Wells Fargo Probability Of Bankruptcy

    
Chance of
Bankruptcy
Less
Than
47%
In The Next
Two Years
Wells Fargo Company has less than 47.0 (%) percent chance of experiencing financial distress in the next 2 years of operations.
    
   

Wells Fargo Market Performance

    
Wells Fargo
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days Wells Fargo Company has generated negative risk-adjusted returns adding no value to investors with long positions.
    

Wells Fargo Return and Market Media

    
The median price of Wells Fargo for the period between Tue, May 21, 2013 and Thu, Jun 20, 2013 is 40.66 with a coefficient of variation of 0.99. The daily time series for the period is distributed with a sample standard deviation of 0.4, arithmetic mean of 40.59, and mean deviation of 0.31. The Stock received substential amount of media coverage during this period.
Wells Fargo         SP 500
Price Growth (%)
 
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1
WELLS FARGO and CO Wells Fargo Advantage ClosedEnd Funds Dec...05/23/2013Macroaxis: News
2
Wells Fargo and Co. NonCumulative Perpetual Convertible Clas...05/29/2013Macroaxis: Forbes News
3
WELLS FARGO and CO Wells Fargo Joins with LGBT Organizations...06/04/2013Macroaxis: News
4
WELLS FARGO and CO Wells Fargo buying more bonds as rates ri...06/06/2013Macroaxis: News
5
WELLS FARGO and CO Wells Fargo Announces Record 6.4 Billion ...06/11/2013Macroaxis: News
6
WELLS FARGO and CO Wall Street Webcasting Presents Wells Far...06/13/2013Macroaxis: News
7
Wells Fargo to Begin Second Minnesota SecuritiesLending Tria...06/17/2013Macroaxis: News
    
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