Apple Alpha and Beta Analysis

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

α (average alpha)=0.55    β (beta)=0.21    
30 days against NYA
Risk Adjusted Performance  0.1946Jensen Alpha  0.5113Total Risk Alpha  0.133Sortino Ratio  1.76Treynor Ratio  1.1

Apple expected buy-and-hold returns

   

Apple Market Price Analysis

Price Series Summation
Price Series Division
Inverse Tangent Over Price Movement
Price Ceiling Movement
Aroon Oscillator
Chande Momentum Oscillator
Bollinger Bands
Double Exponential Moving Average
CDL3BLACKCROWS
CDL3LINESTRIKE

Apple Return and Market Media

The median price of Apple for the period between Wed, Jan 25, 2017 and Fri, Feb 24, 2017 is 132.04 with a coefficient of variation of 4.54. The daily time series for the period is distributed with a sample standard deviation of 5.9, arithmetic mean of 129.93, and mean deviation of 4.96. The Stock received some media coverage during the period.
Price Growth (%)  
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