Schmid Group Nv Stock Alpha and Beta Analysis
| SHMD Stock | 5.02 0.05 1.01% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SCHMID Group NV. It also helps investors analyze the systematic and unsystematic risks associated with investing in SCHMID Group over a specified time horizon. Remember, high SCHMID Group'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 SCHMID Group's market risk premium analysis include:
Beta 4.32 | Alpha 0.94 | Risk 8.85 | Sharpe Ratio 0.13 | Expected Return 1.14 |
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 SCHMID Group Backtesting, SCHMID Group Valuation, SCHMID Group Correlation, SCHMID Group Hype Analysis, SCHMID Group Volatility, SCHMID Group History and analyze SCHMID Group Performance. SCHMID Group Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SCHMID Group market risk premium is the additional return an investor will receive from holding SCHMID Group 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 SCHMID Group. 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 SCHMID Group's performance over market.| α | 0.94 | β | 4.32 |
SCHMID Group 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 SCHMID Group's Buy-and-hold return. Our buy-and-hold chart shows how SCHMID Group performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.SCHMID Group Market Price Analysis
Market price analysis indicators help investors to evaluate how SCHMID Group stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading SCHMID Group shares will generate the highest return on investment. By understating and applying SCHMID Group stock market price indicators, traders can identify SCHMID Group position entry and exit signals to maximize returns.
SCHMID Group Return and Market Media
The median price of SCHMID Group for the period between Sat, Sep 27, 2025 and Fri, Dec 26, 2025 is 4.19 with a coefficient of variation of 21.83. The daily time series for the period is distributed with a sample standard deviation of 0.91, arithmetic mean of 4.17, and mean deviation of 0.75. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | SCHMID Group N.V. Equity Warrant stock volume spike explained - Market Growth Review Free AI Powered Buy and Sell Recommendations - newser.com | 11/04/2025 |
2 | What institutional flow reveals about SCHMID Group N.V. - IPO Watch Weekly Market Pulse Alerts - newser.com | 11/11/2025 |
3 | SCHMIDs update on positive developments in the market leading to a positive outlook for 2026, while 2025 and 2024 remain transition years below expectations | 11/17/2025 |
4 | INVESTOR ALERT Pomerantz Law Firm Investigates Claims On Behalf of Investors of SCHMID Group N.V. - SHMD | 11/20/2025 |
5 | SCHMID Group N.V. reports H1 2025 Financial Results and Guidance Update | 12/17/2025 |
About SCHMID Group 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 SCHMID or other stocks. Alpha measures the amount that position in SCHMID Group NV 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.
| 2022 | 2023 | 2024 | 2025 (projected) | Payables Turnover | 2.43 | 2.47 | 2.22 | 1.64 | Days Of Inventory On Hand | 148.02 | 93.48 | 107.5 | 172.82 |
SCHMID Group Investors Sentiment
The influence of SCHMID Group's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in SCHMID. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to SCHMID Group's public news can be used to forecast risks associated with an investment in SCHMID. The trend in average sentiment can be used to explain how an investor holding SCHMID can time the market purely based on public headlines and social activities around SCHMID Group NV. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
SCHMID Group's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for SCHMID Group's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average SCHMID Group's news discussions. The higher the estimated score, the more favorable is the investor's outlook on SCHMID Group.
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 SCHMID Group 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, SCHMID Group's short interest history, or implied volatility extrapolated from SCHMID Group options trading.
Build Portfolio with SCHMID Group
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
Check out SCHMID Group Backtesting, SCHMID Group Valuation, SCHMID Group Correlation, SCHMID Group Hype Analysis, SCHMID Group Volatility, SCHMID Group History and analyze SCHMID Group Performance. You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
SCHMID Group 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.