Vallourec (Germany) Alpha and Beta Analysis Overview

    VACC -- Germany Stock  

    EUR 6.83  0.02  0.29%

    This module allows you to check different measures of market premium for Vallourec S A EO Conv Bonds 2 as well as systematic risk associated with investing in Vallourec over a specified time horizon. Also please take a look at World Market Map.
    Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    Vallourec Market Premiums

    α1.61β0.16
    30 days against DJI
    Risk Adjusted Performance  

    0.08

    Jensen Alpha  

    0.31

    Total Risk Alpha  

    0.0328

    Sortino Ratio  

    0.0

    Treynor Ratio  

    0.2692

    Vallourec Fundamentals

    Vallourec Opportunities

    Vallourec Return and Market Media

    The median price of Vallourec for the period between Tue, Sep 18, 2018 and Thu, Oct 18, 2018 is 6.91 with a coefficient of variation of 3.37. The daily time series for the period is distributed with a sample standard deviation of 0.24, arithmetic mean of 7.0, and mean deviation of 0.19. The Stock did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - VACC

    Vallourec S A Investor Sentiment

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