Aena SME (Germany) Alpha and Beta Analysis
| A44 Stock | EUR 200.80 0.60 0.30% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Aena SME SA. It also helps investors analyze the systematic and unsystematic risks associated with investing in Aena SME over a specified time horizon. Remember, high Aena SME'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 Aena SME's market risk premium analysis include:
Beta (0.07) | Alpha 0.18 | Risk 0.91 | Sharpe Ratio 0.2 | Expected Return 0.18 |
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.
Aena |
Aena SME Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Aena SME market risk premium is the additional return an investor will receive from holding Aena SME 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 Aena SME. 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 Aena SME's performance over market.| α | 0.18 | β | -0.07 |
Aena SME 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 Aena SME's Buy-and-hold return. Our buy-and-hold chart shows how Aena SME performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Aena SME Market Price Analysis
Market price analysis indicators help investors to evaluate how Aena SME stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Aena SME shares will generate the highest return on investment. By understating and applying Aena SME stock market price indicators, traders can identify Aena SME position entry and exit signals to maximize returns.
Aena SME Return and Market Media
The median price of Aena SME for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 197.7 with a coefficient of variation of 4.22. The daily time series for the period is distributed with a sample standard deviation of 8.27, arithmetic mean of 195.79, and mean deviation of 6.56. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Aena SME 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 Aena or other stocks. Alpha measures the amount that position in Aena SME SA 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 Aena SME 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, Aena SME's short interest history, or implied volatility extrapolated from Aena SME options trading.
Build Portfolio with Aena SME
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Other Information on Investing in Aena Stock
Aena SME financial ratios help investors to determine whether Aena Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Aena with respect to the benefits of owning Aena SME security.