Sprint Alpha and Beta Analysis Overview

S -- USA Stock  

USD 6.38  0.01  0.16%

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

Sprint Market Premiums

α0.23β0.0013
30 days against DJI
Risk Adjusted Performance  

0.0641

Jensen Alpha  

0.0218

Total Risk Alpha  

0.31

Sortino Ratio  

0.0229

Treynor Ratio  

0.1698

Sprint expected buy-and-hold returns

Sprint Market Price Analysis

Sprint Return and Market Media

The median price of Sprint for the period between Sat, Aug 25, 2018 and Mon, Sep 24, 2018 is 6.13 with a coefficient of variation of 2.47. The daily time series for the period is distributed with a sample standard deviation of 0.15, arithmetic mean of 6.18, and mean deviation of 0.13. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Exercise or conversion by Janzen Howard E of 300 shares of S...09/04/2018
2
Sprint exotic insider transaction detected09/07/2018
3
Acquisition by Lindahl Richard S of 33368 shares of Sprint s...09/11/2018
4
Sprint exotic insider transaction detected09/14/2018
5
Acquisition by Yuriko Ishihara of 162500 shares of Sprint su...09/18/2018
6
Sprint exotic insider transaction detected09/21/2018
7
Acquisition by Hill Janet of 6500 shares of Sprint subject t...09/24/2018

Sprint Upcoming Events

Sprint Upcoming Company Events

Upcoming Quarterly ReportMay 2, 2017
Next Earnings ReportJuly 24, 2017

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Also please take a look at Sprint Backtesting, Sprint Valuation, Sprint Correlation, Sprint Hype Analysis, Sprint Volatility, Sprint History and analyze Sprint Performance. Please also try Pair Correlation module to compare performance and examine historical correlation between any two equity instruments.
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