SECITS Holding (Sweden) Alpha and Beta Analysis

SECI Stock  SEK 0.02  0  9.09%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SECITS Holding AB. It also helps investors analyze the systematic and unsystematic risks associated with investing in SECITS Holding over a specified time horizon. Remember, high SECITS Holding'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 SECITS Holding's market risk premium analysis include:
Beta
1.55
Alpha
(0.32)
Risk
12.8
Sharpe Ratio
(0)
Expected Return
(0.02)
Please note that although SECITS Holding alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, SECITS Holding did 0.32  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of SECITS Holding AB stock's relative risk over its benchmark. SECITS Holding AB has a beta of 1.55  . As the market goes up, the company is expected to outperform it. However, if the market returns are negative, SECITS Holding will likely underperform. .
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 SECITS Holding Backtesting, SECITS Holding Valuation, SECITS Holding Correlation, SECITS Holding Hype Analysis, SECITS Holding Volatility, SECITS Holding History and analyze SECITS Holding Performance.

SECITS Holding Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SECITS Holding market risk premium is the additional return an investor will receive from holding SECITS Holding 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 SECITS Holding. 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 SECITS Holding's performance over market.
α-0.32   β1.55

SECITS Holding 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 SECITS Holding's Buy-and-hold return. Our buy-and-hold chart shows how SECITS Holding performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

SECITS Holding Market Price Analysis

Market price analysis indicators help investors to evaluate how SECITS Holding stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading SECITS Holding shares will generate the highest return on investment. By understating and applying SECITS Holding stock market price indicators, traders can identify SECITS Holding position entry and exit signals to maximize returns.

SECITS Holding Return and Market Media

The median price of SECITS Holding for the period between Thu, Aug 29, 2024 and Wed, Nov 27, 2024 is 0.023 with a coefficient of variation of 21.3. The daily time series for the period is distributed with a sample standard deviation of 0.01, arithmetic mean of 0.02, and mean deviation of 0.0. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About SECITS Holding 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 SECITS or other stocks. Alpha measures the amount that position in SECITS Holding AB 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 SECITS Holding 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, SECITS Holding's short interest history, or implied volatility extrapolated from SECITS Holding options trading.

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Additional Tools for SECITS Stock Analysis

When running SECITS Holding's price analysis, check to measure SECITS Holding'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 SECITS Holding is operating at the current time. Most of SECITS Holding's value examination focuses on studying past and present price action to predict the probability of SECITS Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SECITS Holding's price. Additionally, you may evaluate how the addition of SECITS Holding to your portfolios can decrease your overall portfolio volatility.