Altaba Alpha and Beta Analysis Overview

AABA -- USA Stock  

USD 80.86  0.60  0.74%

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

Altaba Market Premiums

α0.29β0.24
30 days against DJI
Risk Adjusted Performance  

0.01

Jensen Alpha  

0.0

Total Risk Alpha  

0.0

Sortino Ratio  

0.3391

Treynor Ratio  

0.0

Altaba expected buy-and-hold returns

Altaba Market Price Analysis

Altaba Return and Market Media

The median price of Altaba for the period between Sat, May 19, 2018 and Mon, Jun 18, 2018 is 78.98 with a coefficient of variation of 2.64. The daily time series for the period is distributed with a sample standard deviation of 2.08, arithmetic mean of 78.73, and mean deviation of 1.91. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Acquisition by Joshi Vyomesh of 5000 shares of Altaba subjec...05/30/2018
2
Sale by Filo David of 2700 shares of Altaba06/06/2018
3
Investors see Lower earnings in the future Altaba Inc.06/12/2018
4
Hot Mover to Watch Altaba Inc06/15/2018

Current Sentiment - AABA

Altaba Investor Sentiment
Most of Macroaxis users are presently bullish on Altaba. What is your sentiment towards investing in Altaba? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Upcoming Events

Altaba Upcoming Company Events
Upcoming Quarterly ReportJuly 17, 2017
Next Earnings ReportOctober 17, 2017

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Check also Altaba Backtesting, Altaba Valuation, Altaba Correlation, Altaba Hype Analysis, Altaba Volatility, Altaba History and analyze Altaba Performance. Please also try Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.