BASF SE (Hungary) Alpha and Beta Analysis
| BASF Stock | 17,396 156.00 0.90% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as BASF SE. It also helps investors analyze the systematic and unsystematic risks associated with investing in BASF SE over a specified time horizon. Remember, high BASF SE'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 BASF SE's market risk premium analysis include:
Beta (0.18) | Alpha (0.06) | Risk 2.83 | Sharpe Ratio 0.0023 | Expected Return 0.0064 |
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.
BASF |
BASF SE Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. BASF SE market risk premium is the additional return an investor will receive from holding BASF SE 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 BASF SE. 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 BASF SE's performance over market.| α | -0.06 | β | -0.18 |
BASF SE Return and Market Media
The median price of BASF SE for the period between Tue, Sep 3, 2024 and Mon, Dec 2, 2024 is 18000.0 with a coefficient of variation of 5.55. The daily time series for the period is distributed with a sample standard deviation of 1001.09, arithmetic mean of 18052.86, and mean deviation of 829.33. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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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 BASF SE 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, BASF SE's short interest history, or implied volatility extrapolated from BASF SE options trading.
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Additional Tools for BASF Stock Analysis
When running BASF SE's price analysis, check to measure BASF SE'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 BASF SE is operating at the current time. Most of BASF SE's value examination focuses on studying past and present price action to predict the probability of BASF SE's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BASF SE's price. Additionally, you may evaluate how the addition of BASF SE to your portfolios can decrease your overall portfolio volatility.