Wells Fargo Alpha and Beta Analysis Overview

WFC -- USA Stock  

USD 53.10  0.21  0.40%

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.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Wells Fargo Market Premiums

α0.2β0.14
30 days against DJI
Risk Adjusted Performance  

0.18

Jensen Alpha  

0.12

Total Risk Alpha  

0.021549

Sortino Ratio  

0.0

Treynor Ratio  

0.37

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 Fri, Sep 21, 2018 and Sun, Oct 21, 2018 is 53.16 with a coefficient of variation of 1.85. The daily time series for the period is distributed with a sample standard deviation of 0.99, arithmetic mean of 53.24, and mean deviation of 0.76. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Wells Fargo exotic insider transaction detected10/02/2018
2
Wells Fargo exotic insider transaction detected10/05/2018
3
Exercise or conversion by Atkins Howard I of 31000 shares of...10/08/2018
4
Wells Fargo Workers Fight To Revive 401 Row In 8th Circ.10/11/2018
5
Wells Fargo exotic insider transaction detected10/16/2018

Wells Fargo 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 Piotroski F Score module to get piotroski f score based on binary analysis strategy of nine different fundamentals.
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