CORONGLRES CDIS101 (Germany) Alpha and Beta Analysis
| 0QE Stock | EUR 0.48 0.12 20.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as CORONGLRES CDIS101. It also helps investors analyze the systematic and unsystematic risks associated with investing in CORONGLRES CDIS101 over a specified time horizon. Remember, high CORONGLRES CDIS101's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to CORONGLRES CDIS101's market risk premium analysis include:
Beta (0.71) | Alpha (0.55) | Risk 3.09 | Sharpe Ratio (0.21) | Expected Return (0.64) |
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
CORONGLRES |
CORONGLRES CDIS101 Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. CORONGLRES CDIS101 market risk premium is the additional return an investor will receive from holding CORONGLRES CDIS101 long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in CORONGLRES CDIS101. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate CORONGLRES CDIS101's performance over market.| α | -0.55 | β | -0.71 |
CORONGLRES CDIS101 expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of CORONGLRES CDIS101's Buy-and-hold return. Our buy-and-hold chart shows how CORONGLRES CDIS101 performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.CORONGLRES CDIS101 Market Price Analysis
Market price analysis indicators help investors to evaluate how CORONGLRES CDIS101 stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading CORONGLRES CDIS101 shares will generate the highest return on investment. By understating and applying CORONGLRES CDIS101 stock market price indicators, traders can identify CORONGLRES CDIS101 position entry and exit signals to maximize returns.
CORONGLRES CDIS101 Return and Market Media
The median price of CORONGLRES CDIS101 for the period between Thu, Sep 12, 2024 and Wed, Dec 11, 2024 is 0.66 with a coefficient of variation of 10.44. The daily time series for the period is distributed with a sample standard deviation of 0.07, arithmetic mean of 0.66, and mean deviation of 0.05. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About CORONGLRES CDIS101 Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including CORONGLRES or other stocks. Alpha measures the amount that position in CORONGLRES CDIS101 has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards CORONGLRES CDIS101 in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, CORONGLRES CDIS101's short interest history, or implied volatility extrapolated from CORONGLRES CDIS101 options trading.
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Other Information on Investing in CORONGLRES Stock
CORONGLRES CDIS101 financial ratios help investors to determine whether CORONGLRES Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in CORONGLRES with respect to the benefits of owning CORONGLRES CDIS101 security.