PPG Industries (Germany) Alpha and Beta Analysis
| PPQ Stock | EUR 116.55 1.25 1.08% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as PPG Industries. It also helps investors analyze the systematic and unsystematic risks associated with investing in PPG Industries over a specified time horizon. Remember, high PPG Industries' 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 PPG Industries' market risk premium analysis include:
Beta 0.19 | Alpha (0.02) | Risk 1.28 | Sharpe Ratio 0.0244 | Expected Return 0.0312 |
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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PPG Industries Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. PPG Industries market risk premium is the additional return an investor will receive from holding PPG Industries 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 PPG Industries. 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 PPG Industries' performance over market.| α | -0.02 | β | 0.19 |
PPG Industries 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 PPG Industries' Buy-and-hold return. Our buy-and-hold chart shows how PPG Industries performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.PPG Industries Market Price Analysis
Market price analysis indicators help investors to evaluate how PPG Industries stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading PPG Industries shares will generate the highest return on investment. By understating and applying PPG Industries stock market price indicators, traders can identify PPG Industries position entry and exit signals to maximize returns.
PPG Industries Return and Market Media
The median price of PPG Industries for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 115.27 with a coefficient of variation of 1.94. The daily time series for the period is distributed with a sample standard deviation of 2.23, arithmetic mean of 114.82, and mean deviation of 1.85. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About PPG Industries 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 PPG or other stocks. Alpha measures the amount that position in PPG Industries 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 PPG Industries 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, PPG Industries' short interest history, or implied volatility extrapolated from PPG Industries options trading.
Build Portfolio with PPG Industries
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Additional Information and Resources on Investing in PPG Stock
When determining whether PPG Industries is a strong investment it is important to analyze PPG Industries' 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 PPG Industries' future performance. For an informed investment choice regarding PPG Stock, refer to the following important reports:Check out PPG Industries Backtesting, PPG Industries Valuation, PPG Industries Correlation, PPG Industries Hype Analysis, PPG Industries Volatility, PPG Industries History and analyze PPG Industries Performance. For more detail on how to invest in PPG Stock please use our How to Invest in PPG Industries guide.You can also try the Insider Screener module to find insiders across different sectors to evaluate their impact on performance.
PPG Industries 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.