Pharming Group Nv Stock Alpha and Beta Analysis
| PHGUF Stock | USD 0.75 0.07 8.54% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Pharming Group NV. It also helps investors analyze the systematic and unsystematic risks associated with investing in Pharming Group over a specified time horizon. Remember, high Pharming Group'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 Pharming Group's market risk premium analysis include:
Beta (0.09) | Alpha (0.13) | Risk 2.32 | Sharpe Ratio (0.06) | Expected Return (0.13) |
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.
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Pharming Group Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Pharming Group market risk premium is the additional return an investor will receive from holding Pharming Group 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 Pharming Group. 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 Pharming Group's performance over market.| α | -0.13 | β | -0.09 |
Pharming Group 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 Pharming Group's Buy-and-hold return. Our buy-and-hold chart shows how Pharming Group performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Pharming Group Market Price Analysis
Market price analysis indicators help investors to evaluate how Pharming Group 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 Pharming Group shares will generate the highest return on investment. By understating and applying Pharming Group pink sheet market price indicators, traders can identify Pharming Group position entry and exit signals to maximize returns.
Pharming Group Return and Market Media
The median price of Pharming Group for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 0.82 with a coefficient of variation of 4.36. The daily time series for the period is distributed with a sample standard deviation of 0.03, arithmetic mean of 0.79, and mean deviation of 0.03. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Pharming Group 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 Pharming or other pink sheets. Alpha measures the amount that position in Pharming Group NV 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 Pharming Group 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, Pharming Group's short interest history, or implied volatility extrapolated from Pharming Group options trading.
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Additional Information and Resources on Investing in Pharming Pink Sheet
When determining whether Pharming Group NV is a strong investment it is important to analyze Pharming Group's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Pharming Group's future performance. For an informed investment choice regarding Pharming Pink Sheet, refer to the following important reports:Check out Pharming Group Backtesting, Pharming Group Valuation, Pharming Group Correlation, Pharming Group Hype Analysis, Pharming Group Volatility, Pharming Group History and analyze Pharming Group Performance. You can also try the Content Syndication module to quickly integrate customizable finance content to your own investment portal.
Pharming Group technical pink sheet analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, pink sheet market cycles, or different charting patterns.