Qnity Electronics Stock Alpha and Beta Analysis
| Q Stock | 90.31 0.81 0.91% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Qnity Electronics. It also helps investors analyze the systematic and unsystematic risks associated with investing in Qnity Electronics over a specified time horizon. Remember, high Qnity Electronics' 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 Qnity Electronics' market risk premium analysis include:
Beta 1.62 | Alpha (0.22) | Risk 3.13 | Sharpe Ratio (0.02) | Expected Return (0.07) |
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.
Check out Qnity Electronics Backtesting, Qnity Electronics Valuation, Qnity Electronics Correlation, Qnity Electronics Hype Analysis, Qnity Electronics Volatility, Qnity Electronics History and analyze Qnity Electronics Performance. Qnity Electronics Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Qnity Electronics market risk premium is the additional return an investor will receive from holding Qnity Electronics 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 Qnity Electronics. 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 Qnity Electronics' performance over market.| α | -0.22 | β | 1.62 |
Qnity Electronics 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 Qnity Electronics' Buy-and-hold return. Our buy-and-hold chart shows how Qnity Electronics performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Qnity Electronics Market Price Analysis
Market price analysis indicators help investors to evaluate how Qnity Electronics stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Qnity Electronics shares will generate the highest return on investment. By understating and applying Qnity Electronics stock market price indicators, traders can identify Qnity Electronics position entry and exit signals to maximize returns.
Qnity Electronics Return and Market Media
About Qnity Electronics 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 Qnity or other stocks. Alpha measures the amount that position in Qnity Electronics 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 Qnity Electronics 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, Qnity Electronics' short interest history, or implied volatility extrapolated from Qnity Electronics options trading.
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Additional Tools for Qnity Stock Analysis
When running Qnity Electronics' price analysis, check to measure Qnity Electronics' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Qnity Electronics is operating at the current time. Most of Qnity Electronics' value examination focuses on studying past and present price action to predict the probability of Qnity Electronics' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Qnity Electronics' price. Additionally, you may evaluate how the addition of Qnity Electronics to your portfolios can decrease your overall portfolio volatility.