Sprint Alpha and Beta Analysis Overview

S -- USA Stock  

USD 5.49  0.04  0.72%

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.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

Sprint Market Premiums

α0.33β0.0035
30 days against DJI
Risk Adjusted Performance  

0.01

Jensen Alpha  

0.0

Total Risk Alpha  

0.0

Sortino Ratio  

0.4663

Treynor Ratio  

0.0

Sprint expected buy-and-hold returns

Sprint Market Price Analysis

Sprint Return and Market Media

The median price of Sprint for the period between Mon, May 21, 2018 and Wed, Jun 20, 2018 is 5.22 with a coefficient of variation of 2.6. The daily time series for the period is distributed with a sample standard deviation of 0.14, arithmetic mean of 5.26, and mean deviation of 0.11. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Purchase by Softbank Group Corp of 3119769 shares of Sprint05/30/2018
2
Payment of 4167 shares by Carter Matthew Jr of Sprint subjec...06/06/2018
3
Exercise or conversion by Kelly Thomas N Jr of 16598 shares ...06/13/2018
4
Analysts Activity to Watch Sprint Corporation06/19/2018

Current Sentiment - S

Sprint Investor Sentiment
Most of Macroaxis users are at this time bullish on Sprint Corporation. What is your outlook on investing in Sprint Corporation? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
Skip

Upcoming Events

Sprint Upcoming Company Events
Upcoming Quarterly ReportMay 2, 2017
Next Earnings ReportJuly 24, 2017

Generate Optimal Portfolios

Align your risk and return expectations
Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
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 Volatility Analysis module to get historical volatility and risk analysis based on latest market data.