Altheora (France) Alpha and Beta Analysis
| ALORA Stock | 0.36 0.01 2.86% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Altheora SA. It also helps investors analyze the systematic and unsystematic risks associated with investing in Altheora over a specified time horizon. Remember, high Altheora'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 Altheora's market risk premium analysis include:
Beta 0.72 | Alpha (0.25) | Risk 5.17 | Sharpe Ratio (0.03) | Expected Return (0.15) |
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.
Altheora |
Altheora Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Altheora market risk premium is the additional return an investor will receive from holding Altheora 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 Altheora. 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 Altheora's performance over market.| α | -0.25 | β | 0.72 |
Altheora Return and Market Media
The median price of Altheora for the period between Mon, Aug 26, 2024 and Sun, Nov 24, 2024 is 0.41 with a coefficient of variation of 8.57. The daily time series for the period is distributed with a sample standard deviation of 0.04, arithmetic mean of 0.41, and mean deviation of 0.03. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
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 Altheora 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, Altheora's short interest history, or implied volatility extrapolated from Altheora options trading.
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Additional Tools for Altheora Stock Analysis
When running Altheora's price analysis, check to measure Altheora'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 Altheora is operating at the current time. Most of Altheora's value examination focuses on studying past and present price action to predict the probability of Altheora's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Altheora's price. Additionally, you may evaluate how the addition of Altheora to your portfolios can decrease your overall portfolio volatility.