Visa Alpha and Beta Analysis Overview

V -- USA Stock  

USD 150.05  0.94  0.63%

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

Visa Market Premiums

α0.07β0.63
30 days against DJI
Risk Adjusted Performance  

0.094

Jensen Alpha  

0.0749

Total Risk Alpha  

0.17

Sortino Ratio  

0.0461

Treynor Ratio  

0.2276

Visa expected buy-and-hold returns

Visa Market Price Analysis

Visa Return and Market Media

The median price of Visa for the period between Sun, Aug 26, 2018 and Tue, Sep 25, 2018 is 146.57 with a coefficient of variation of 1.61. The daily time series for the period is distributed with a sample standard deviation of 2.35, arithmetic mean of 146.04, and mean deviation of 1.87. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Payment of 28273 shares by Saunders Joseph W of Visa subject...09/04/2018
2
Acquisition by Schulinzeuthen Segismundo of 2958 shares of V...09/07/2018
3
Why Visa Could Keep Beating the SP 50009/12/2018
4
Purchase by Cathy Minehan of 1000 shares of Visa09/17/2018
5
Visa Inc. Management Presents at Autonomous Research Future ...09/20/2018
6
Visa Inc. added to 125 new portfolios09/24/2018

Visa Upcoming Events

Visa Upcoming Company Events

Upcoming Quarterly ReportOctober 23, 2017
Next Earnings ReportFebruary 1, 2018

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Also please take a look at Visa Backtesting, Visa Valuation, Visa Correlation, Visa Hype Analysis, Visa Volatility, Visa History and analyze Visa Performance. Please also try Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
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