Asseco Poland Sa Stock Alpha and Beta Analysis
| ASOZF Stock | USD 62.00 0.91 1.45% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Asseco Poland SA. It also helps investors analyze the systematic and unsystematic risks associated with investing in Asseco Poland over a specified time horizon. Remember, high Asseco Poland'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 Asseco Poland's market risk premium analysis include:
Beta 0.11 | Alpha 0.13 | Risk 1.87 | Sharpe Ratio 0.0798 | Expected Return 0.15 |
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.
Asseco |
Asseco Poland Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Asseco Poland market risk premium is the additional return an investor will receive from holding Asseco Poland 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 Asseco Poland. 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 Asseco Poland's performance over market.| α | 0.13 | β | 0.11 |
Asseco Poland 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 Asseco Poland's Buy-and-hold return. Our buy-and-hold chart shows how Asseco Poland performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Asseco Poland Market Price Analysis
Market price analysis indicators help investors to evaluate how Asseco Poland pink sheet reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Asseco Poland shares will generate the highest return on investment. By understating and applying Asseco Poland pink sheet market price indicators, traders can identify Asseco Poland position entry and exit signals to maximize returns.
Asseco Poland Return and Market Media
The median price of Asseco Poland for the period between Sat, Sep 27, 2025 and Fri, Dec 26, 2025 is 64.73 with a coefficient of variation of 3.94. The daily time series for the period is distributed with a sample standard deviation of 2.5, arithmetic mean of 63.53, and mean deviation of 1.82. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Asseco Poland 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 Asseco or other pink sheets. Alpha measures the amount that position in Asseco Poland SA 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 Asseco Poland 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, Asseco Poland's short interest history, or implied volatility extrapolated from Asseco Poland options trading.
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Other Information on Investing in Asseco Pink Sheet
Asseco Poland financial ratios help investors to determine whether Asseco Pink Sheet 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 Asseco with respect to the benefits of owning Asseco Poland security.