|α||(average alpha)||=||(0.13)||β||(beta)||=||1.44||30 days against GSPC|
|Risk Adjusted Performance 0.0098||Jensen Alpha (0.13)||Total Risk Alpha (0.39)||Sortino Ratio (0.04)||Treynor Ratio (0.0006)|
Xenoport Market Performance
Over the last 30 days Xenoport Inc has generated negative risk-adjusted returns adding no value to investors with long positions. More Info
Xenoport Return and Market Media
The median price of Xenoport for the period between Fri, Nov 8, 2013 and Sun, Dec 8, 2013 is 5.16 with a coefficient of variation of 2.06. The daily time series for the period is distributed with a sample standard deviation of 0.11, arithmetic mean of 5.17, and mean deviation of 0.08. The Stock received substential amount of media coverage during this period.