ROCHE HLDG (Germany) Alpha and Beta Analysis
| RHO Stock | EUR 410.80 1.40 0.34% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ROCHE HLDG. It also helps investors analyze the systematic and unsystematic risks associated with investing in ROCHE HLDG over a specified time horizon. Remember, high ROCHE HLDG'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 ROCHE HLDG's market risk premium analysis include:
Beta 0.2 | Alpha 0.35 | Risk 1.37 | Sharpe Ratio 0.23 | Expected Return 0.32 |
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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ROCHE HLDG Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ROCHE HLDG market risk premium is the additional return an investor will receive from holding ROCHE HLDG 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 ROCHE HLDG. 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 ROCHE HLDG's performance over market.| α | 0.35 | β | 0.20 |
ROCHE HLDG 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 ROCHE HLDG's Buy-and-hold return. Our buy-and-hold chart shows how ROCHE HLDG performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.ROCHE HLDG Market Price Analysis
Market price analysis indicators help investors to evaluate how ROCHE HLDG stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading ROCHE HLDG shares will generate the highest return on investment. By understating and applying ROCHE HLDG stock market price indicators, traders can identify ROCHE HLDG position entry and exit signals to maximize returns.
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ROCHE HLDG Return and Market Media
The median price of ROCHE HLDG for the period between Sun, Nov 23, 2025 and Sat, Feb 21, 2026 is 368.2 with a coefficient of variation of 6.35. The daily time series for the period is distributed with a sample standard deviation of 23.4, arithmetic mean of 368.6, and mean deviation of 20.05. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Roche Holding Valuation Check After Recent Share Price Momentum - simplywall.st | 01/05/2026 |
2 | Assessing Roche Holding Valuation After Strong Recent Share Price Momentum - simplywall.st | 01/16/2026 |
3 | Roche Holding AG Annual Results Heres What Analysts Are Forecasting For This Year - simplywall.st | 02/02/2026 |
4 | Is It Time To Reassess Roche Holding After Its Strong Multi Year Share Price Run - Yahoo Finance | 02/16/2026 |
About ROCHE HLDG 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 ROCHE or other stocks. Alpha measures the amount that position in ROCHE HLDG 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 ROCHE HLDG 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, ROCHE HLDG's short interest history, or implied volatility extrapolated from ROCHE HLDG options trading.
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Additional Tools for ROCHE Stock Analysis
When running ROCHE HLDG's price analysis, check to measure ROCHE HLDG's 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 ROCHE HLDG is operating at the current time. Most of ROCHE HLDG's value examination focuses on studying past and present price action to predict the probability of ROCHE HLDG's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ROCHE HLDG's price. Additionally, you may evaluate how the addition of ROCHE HLDG to your portfolios can decrease your overall portfolio volatility.