Sunday, June 2, 2013

Zynga (ZNGA)

BUY signal the week of 2.4.13 at $3.43. My first stop was $2.20, so my risk (R)/share was $1.23. 

Closed Friday at $3.40 with a $2.56 stop. My new stop for this week is $2.63.  

The percentage loss on this trade is -0.9%, and the reward-to-risk ratio is -$0.03/$1.23 = -0.02.

History (beginning in 2013):
Winning Trades: 0 | 0.0% | +$0.00/share avg.
Losing Trades: 1 | 100.0% | -$0.03/share avg.
Average Trade: -0.9% | -$0.03/share | Reward-to-Risk (R): -0.02
Compound Annual Growth Rate (CAGR): -2.8% 
Alpha% (weekly): -0.26%
Sharpe Ratio (weekly): +0.0091

Alpha% and Sharpe Ratio calculations:
Total # of weeks (1 trade): 16
Mean Trade Returns (weekly): +0.04%
Mean S&P 500 Returns (weekly): +0.46%
Standard Deviation (weekly): +4.52%
Risk-Free Rate (baseline assumption): 0.0%
Beta (calculation): +0.66
Alpha (calculation): -0.26%
Sharpe Ratio (calculation): +0.0091

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