Altaba Alpha and Beta Analysis

Altaba Inc -- USA Stock  

USD 78.07  5.07  6.95%

This module allows you to check different measures of market premium for Altaba Inc 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
Run Premiums

Altaba Market Premiums

α (average alpha)=0.04    β (beta)=0.57    
30 days against DJI
Risk Adjusted Performance  0.062146Jensen Alpha  0.18Total Risk Alpha  0.1144Sortino Ratio  0.0Treynor Ratio  0.4871

Altaba expected buy-and-hold returns


Altaba Market Price Analysis

Price Series Summation
Price Series Division
Inverse Tangent Over Price Movement
Price Ceiling Movement
Aroon Oscillator
Balance Of Power
Bollinger Bands
Double Exponential Moving Average
Belt hold
Hanging Man

Altaba Return and Market Media

The median price of Altaba for the period between Thu, Feb 22, 2018 and Sat, Mar 24, 2018 is 76.13 with a coefficient of variation of 2.71. The daily time series for the period is distributed with a sample standard deviation of 2.07, arithmetic mean of 76.29, and mean deviation of 1.7. The Stock received some media coverage during the period.
 Price Growth (%)  
Dissecting the Numbers for Altaba Inc. and Plains All Americ...03/01/2018
Sale by Nazem Farzad of 100000 shares of Altaba03/23/2018