Altaba Alpha and Beta Analysis Overview

AABA -- USA Stock  

USD 73.36  1.30  1.74%

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

α0.5β0.95
30 days against DJI
Risk Adjusted Performance  

0.12

Jensen Alpha  

0.39

Total Risk Alpha  

0.84

Sortino Ratio  

0.0

Treynor Ratio  

6.12

Altaba expected buy-and-hold returns

Altaba Market Price Analysis

Altaba Return and Market Media

The median price of Altaba for the period between Wed, Jun 20, 2018 and Fri, Jul 20, 2018 is 74.66 with a coefficient of variation of 3.24. The daily time series for the period is distributed with a sample standard deviation of 2.44, arithmetic mean of 75.43, and mean deviation of 1.77. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Whirling Stocks Altaba Inc. , The Western Union Company , Th...06/27/2018
2
Should You Buy Altaba Inc., , Klondex Mines Ltd.,07/03/2018
3
Sale by Kern Arthur of 1300 shares of Altaba07/06/2018
4
Sale by Filo David of 1000 shares of Altaba07/09/2018
5
Sale by Kern Arthur of 100 shares of Altaba07/12/2018
6
Tci Fund Management Ltd built an about 9.85 percent stake in...07/16/2018
7
Purchase by Kern Arthur of 213 shares of Altaba07/19/2018

Upcoming Events

Altaba Upcoming Company Events
Upcoming Quarterly ReportJuly 17, 2017
Next Earnings ReportOctober 17, 2017

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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 Insider Screener module to find insiders across different sectors to evaluate their impact on performance.
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