Bridgeway Blue Alpha and Beta Analysis

BRLIX -- USA Fund  

USD 15.30  0.20  1.29%

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

Bridgeway Blue Market Premiums

α0.022289   β0.97
30 days against DJI

Bridgeway Blue expected buy-and-hold returns

Bridgeway Blue Market Price Analysis

Bridgeway Blue Return and Market Media

The median price of Bridgeway Blue for the period between Tue, Jul 23, 2019 and Mon, Oct 21, 2019 is 15.27 with a coefficient of variation of 1.93. The daily time series for the period is distributed with a sample standard deviation of 0.29, arithmetic mean of 15.16, and mean deviation of 0.25. The Fund received a lot of media exposure during the period.
 Price Growth (%)  
Acquisition by Ellen Richey of 7205 shares of Visa subject t...08/13/2019
Exercise or conversion by Sauer Brad T of 1881 shares of 3M ...08/19/2019
Confounding Stock The Walt Disney Company - Alpha finews08/21/2019
Reeling Stocks Walt Disney Company , - NyseNewsAnalyst09/18/2019
Exercise or conversion by Thomas Staggs of 18000 shares of D...09/23/2019
Bob Iger On His Ride Of A Lifetime As CEO Of The Walt Disney...09/26/2019
Exercise or conversion by Estrin Judith of 557 shares of Dis...10/01/2019
Sale by Kevin Mayer of 27537 shares of Disney10/04/2019
Exercise or conversion by Robert Matschullat of 326 shares o...10/08/2019
Acquisition by Monica Lozano of 437 shares of Disney subject...10/11/2019
Acquisition by Fred Langhammer of 476 shares of Disney subje...10/14/2019
Notable Stocks Buzzers Walt Disney Company , - NyseNewsAnaly...10/17/2019