Sunday, April 28, 2013

Deckers Outdoor (DECK)

BUY signal the week of 2.4.13 at $43.56. My first stop was $29.97, so my risk (R)/share was $13.59. Closed Friday at $54.31 with a $46.46 stop. My new stop for the coming week is $45.34. The percentage gain on this trade is +24.7%, and the reward-to-risk ratio is +$10.75/$13.59 = +0.79.

History (beginning in 2005):
Winning Trades: 3 | 75.0% | +$29.76/share avg.
Losing Trades: 1 | 25.0% | -$16.82/share avg.
Average Trade: +117.6% | +$18.12/share | Reward-to-Risk (R): +3.45
Compound Annual Growth Rate (CAGR): +35.0%
Alpha% (weekly): +0.86%
 
Alpha calculations:
Total # of weeks (4 trades): 275
Mean Trade Returns (weekly): +1.02%
Mean S&P 500 Returns (weekly): +0.10%
Risk-Free Rate (baseline assumption): 0.0%
Beta (calculation): 1.62
Alpha (calculation): +0.86%

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