Abbott Laboratories (Germany) Alpha and Beta Analysis
| ABL Stock | EUR 112.58 0.10 0.09% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Abbott Laboratories. It also helps investors analyze the systematic and unsystematic risks associated with investing in Abbott Laboratories over a specified time horizon. Remember, high Abbott Laboratories' 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 Abbott Laboratories' market risk premium analysis include:
Beta (0.04) | Alpha 0.16 | Risk 1.36 | Sharpe Ratio 0.12 | Expected Return 0.16 |
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.
Abbott |
Abbott Laboratories Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Abbott Laboratories market risk premium is the additional return an investor will receive from holding Abbott Laboratories 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 Abbott Laboratories. 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 Abbott Laboratories' performance over market.| α | 0.16 | β | -0.04 |
Abbott Laboratories 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 Abbott Laboratories' Buy-and-hold return. Our buy-and-hold chart shows how Abbott Laboratories performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Abbott Laboratories Market Price Analysis
Market price analysis indicators help investors to evaluate how Abbott Laboratories stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Abbott Laboratories shares will generate the highest return on investment. By understating and applying Abbott Laboratories stock market price indicators, traders can identify Abbott Laboratories position entry and exit signals to maximize returns.
Abbott Laboratories Return and Market Media
The median price of Abbott Laboratories for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 105.55 with a coefficient of variation of 3.44. The daily time series for the period is distributed with a sample standard deviation of 3.65, arithmetic mean of 105.93, and mean deviation of 3.11. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Abbott Laboratories 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 Abbott or other stocks. Alpha measures the amount that position in Abbott Laboratories 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 Abbott Laboratories 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, Abbott Laboratories' short interest history, or implied volatility extrapolated from Abbott Laboratories options trading.
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Additional Information and Resources on Investing in Abbott Stock
When determining whether Abbott Laboratories is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Abbott Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Abbott Laboratories Stock. Highlighted below are key reports to facilitate an investment decision about Abbott Laboratories Stock:Check out Abbott Laboratories Backtesting, Abbott Laboratories Valuation, Abbott Laboratories Correlation, Abbott Laboratories Hype Analysis, Abbott Laboratories Volatility, Abbott Laboratories History and analyze Abbott Laboratories Performance. For more detail on how to invest in Abbott Stock please use our How to Invest in Abbott Laboratories guide.You can also try the Idea Breakdown module to analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes.
Abbott Laboratories 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.