Yahoo Alpha and Beta Analysis

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

Yahoo Market Premiums

α (average alpha)=0.07    β (beta)=0.46    
30 days against NYA
Risk Adjusted Performance  0.076Jensen Alpha  0.0868Total Risk Alpha  0.1675Sortino Ratio  0.1831Treynor Ratio  (1.28)

Yahoo expected buy-and-hold returns

   

Yahoo 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

Yahoo Return and Market Media

The median price of Yahoo for the period between Wed, Feb 22, 2017 and Fri, Mar 24, 2017 is 45.98 with a coefficient of variation of 0.86. The daily time series for the period is distributed with a sample standard deviation of 0.4, arithmetic mean of 46.08, and mean deviation of 0.34. The Stock received some media coverage during the period.
Price Growth (%)  
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