Alpha and Beta Analysis
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![]() | (alpha) | = | 0.13 | ![]() | (beta) | = | 1.15 | 30 days against GSPC |
| Risk Adjusted Performance 0.0059 | Jensen Alpha 0.1352 | Total Risk Alpha 0.1591 | Sortino Ratio 0.0861 | Treynor Ratio (0.0048) |
Wells Fargo Probability Of Bankruptcy
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
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 MediaThe 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.
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