Coca-Cola European (Germany) Alpha and Beta Analysis
| CK0 Stock | EUR 71.90 2.70 3.62% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Coca Cola European Partners. It also helps investors analyze the systematic and unsystematic risks associated with investing in Coca-Cola European over a specified time horizon. Remember, high Coca-Cola European'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 Coca-Cola European's market risk premium analysis include:
Beta 0.44 | Alpha (0.03) | Risk 1.58 | Sharpe Ratio 0.003 | Expected Return 0.0047 |
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.
Coca-Cola |
Coca-Cola European Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Coca-Cola European market risk premium is the additional return an investor will receive from holding Coca-Cola European 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 Coca-Cola European. 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 Coca-Cola European's performance over market.| α | -0.03 | β | 0.44 |
Coca-Cola European 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 Coca-Cola European's Buy-and-hold return. Our buy-and-hold chart shows how Coca-Cola European performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Coca-Cola European Market Price Analysis
Market price analysis indicators help investors to evaluate how Coca-Cola European stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Coca-Cola European shares will generate the highest return on investment. By understating and applying Coca-Cola European stock market price indicators, traders can identify Coca-Cola European position entry and exit signals to maximize returns.
Coca-Cola European Return and Market Media
The median price of Coca-Cola European for the period between Thu, Sep 5, 2024 and Wed, Dec 4, 2024 is 70.48 with a coefficient of variation of 2.49. The daily time series for the period is distributed with a sample standard deviation of 1.76, arithmetic mean of 70.54, and mean deviation of 1.35. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Coca-Cola European 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 Coca-Cola or other stocks. Alpha measures the amount that position in Coca Cola European 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 Coca-Cola European 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, Coca-Cola European's short interest history, or implied volatility extrapolated from Coca-Cola European options trading.
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Additional Information and Resources on Investing in Coca-Cola Stock
When determining whether Coca Cola European 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 Coca-Cola 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 Coca Cola European Partners Stock. Highlighted below are key reports to facilitate an investment decision about Coca Cola European Partners Stock:Check out Coca-Cola European Backtesting, Coca-Cola European Valuation, Coca-Cola European Correlation, Coca-Cola European Hype Analysis, Coca-Cola European Volatility, Coca-Cola European History and analyze Coca-Cola European Performance. You can also try the Bollinger Bands module to use Bollinger Bands indicator to analyze target price for a given investing horizon.
Coca-Cola European 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.