|α||(average alpha)||=||1.04||β||(beta)||=||(3.69)||30 days against GSPC|
|Risk Adjusted Performance 0.0534||Jensen Alpha 0.9931||Total Risk Alpha 0.267||Sortino Ratio 0.2107||Treynor Ratio (0.24)|
Zhone Market Performance
96% of all equities and portfolios perform better than Zhone Technologies Inc. Compared with the overall equity markets, risk-adjusted returns on investments in Zhone Technologies Inc are ranked lower than 4 (%) of all global equities and portfolios over the last 30 days. More Info
Zhone Return and Market Media
The median price of Zhone for the period between Tue, Nov 12, 2013 and Thu, Dec 12, 2013 is 4.94 with a coefficient of variation of 13.64. The daily time series for the period is distributed with a sample standard deviation of 0.65, arithmetic mean of 4.79, and mean deviation of 0.56. The Stock received substential amount of media coverage during this period.