Element Solutions (Germany) Alpha and Beta Analysis
| PLQ Stock | EUR 25.40 0.40 1.55% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Element Solutions. It also helps investors analyze the systematic and unsystematic risks associated with investing in Element Solutions over a specified time horizon. Remember, high Element Solutions' 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 Element Solutions' market risk premium analysis include:
Beta 0.15 | Alpha 0.17 | Risk 2.08 | Sharpe Ratio 0.0855 | Expected Return 0.18 |
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.
Element |
Element Solutions Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Element Solutions market risk premium is the additional return an investor will receive from holding Element Solutions 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 Element Solutions. 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 Element Solutions' performance over market.| α | 0.17 | β | 0.15 |
Element Solutions 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 Element Solutions' Buy-and-hold return. Our buy-and-hold chart shows how Element Solutions performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Element Solutions Market Price Analysis
Market price analysis indicators help investors to evaluate how Element Solutions stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Element Solutions shares will generate the highest return on investment. By understating and applying Element Solutions stock market price indicators, traders can identify Element Solutions position entry and exit signals to maximize returns.
Element Solutions Return and Market Media
The median price of Element Solutions for the period between Thu, Sep 19, 2024 and Wed, Dec 18, 2024 is 25.12 with a coefficient of variation of 6.11. The daily time series for the period is distributed with a sample standard deviation of 1.53, arithmetic mean of 24.97, and mean deviation of 1.36. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Element Solutions 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 Element or other stocks. Alpha measures the amount that position in Element Solutions 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 Element Solutions 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, Element Solutions' short interest history, or implied volatility extrapolated from Element Solutions options trading.
Build Portfolio with Element Solutions
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Additional Information and Resources on Investing in Element Stock
When determining whether Element Solutions offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Element Solutions' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Element Solutions Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Element Solutions Stock:Check out Element Solutions Backtesting, Element Solutions Valuation, Element Solutions Correlation, Element Solutions Hype Analysis, Element Solutions Volatility, Element Solutions History and analyze Element Solutions Performance. For more detail on how to invest in Element Stock please use our How to Invest in Element Solutions guide.You can also try the Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes.
Element Solutions technical stock 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, stock market cycles, or different charting patterns.