Altaba Alpha and Beta Analysis

Altaba -- USA Stock  

USD 72.02  0.30  0.41%

This module allows you to check different measures of market premium for Altaba as well as systematic risk associated with investing in Altaba over a specified time horizon. Check also Altaba Backtesting, Altaba Valuation, Altaba Correlation, Altaba Hype Analysis, Altaba Volatility, Altaba History and analyze Altaba Performance.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

Altaba Market Premiums

α0.06β0.0276
30 days against DJI
Risk Adjusted Performance  

0.046007

Jensen Alpha  

0.063492

Total Risk Alpha  

0.013564

Sortino Ratio  

0.0

Treynor Ratio  

1.96

Altaba expected buy-and-hold returns

Altaba Market Price Analysis

Altaba Return and Market Media

The median price of Altaba for the period between Mon, Feb 19, 2018 and Fri, Apr 20, 2018 is 74.4 with a coefficient of variation of 4.29. The daily time series for the period is distributed with a sample standard deviation of 3.17, arithmetic mean of 73.98, and mean deviation of 2.63. The Stock received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
Sale by Semel Terry of 2100 shares of Altaba03/05/2018
2
Do Investors Feel Confident About Stocks Future Direction Al...03/27/2018
3
Sale by Kern Arthur of 200 shares of Altaba04/19/2018

Current Sentiment - AABA

Altaba Investor Sentiment
Most of Macroaxis users are presently bullish on Altaba. What is your sentiment towards investing in Altaba? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Check also Altaba Backtesting, Altaba Valuation, Altaba Correlation, Altaba Hype Analysis, Altaba Volatility, Altaba History and analyze Altaba Performance. Please also try Equity Analysis module to research over 250,000 global equities including funds, stocks and etfs to find investment opportunities.