Atos Origin Sa Stock Alpha and Beta Analysis
| AEXAY Stock | USD 0.16 0.03 23.08% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Atos Origin SA. It also helps investors analyze the systematic and unsystematic risks associated with investing in Atos Origin over a specified time horizon. Remember, high Atos Origin'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 Atos Origin's market risk premium analysis include:
Beta (0.93) | Alpha 0.25 | Risk 7.91 | Sharpe Ratio 0.0652 | Expected Return 0.52 |
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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Atos Origin Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Atos Origin market risk premium is the additional return an investor will receive from holding Atos Origin 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 Atos Origin. 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 Atos Origin's performance over market.| α | 0.25 | β | -0.93 |
Atos Origin 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 Atos Origin's Buy-and-hold return. Our buy-and-hold chart shows how Atos Origin performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Atos Origin Market Price Analysis
Market price analysis indicators help investors to evaluate how Atos Origin pink sheet reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Atos Origin shares will generate the highest return on investment. By understating and applying Atos Origin pink sheet market price indicators, traders can identify Atos Origin position entry and exit signals to maximize returns.
Atos Origin Return and Market Media
The median price of Atos Origin for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 0.13 with a coefficient of variation of 8.37. The daily time series for the period is distributed with a sample standard deviation of 0.01, arithmetic mean of 0.13, and mean deviation of 0.01. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Atos Origin 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 Atos or other pink sheets. Alpha measures the amount that position in Atos Origin 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 Atos Origin 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, Atos Origin's short interest history, or implied volatility extrapolated from Atos Origin options trading.
Build Portfolio with Atos Origin
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Additional Tools for Atos Pink Sheet Analysis
When running Atos Origin's price analysis, check to measure Atos Origin'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 Atos Origin is operating at the current time. Most of Atos Origin's value examination focuses on studying past and present price action to predict the probability of Atos Origin's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Atos Origin's price. Additionally, you may evaluate how the addition of Atos Origin to your portfolios can decrease your overall portfolio volatility.