ISEQ 20 (Ireland) Alpha and Beta Analysis
| IETP Index | 1,635 12.50 0.77% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ISEQ 20 Price. It also helps investors analyze the systematic and unsystematic risks associated with investing in ISEQ 20 over a specified time horizon. Remember, high ISEQ 20'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 ISEQ 20's market risk premium analysis include:
Beta 0.0 | Alpha 0.0 | Risk 0.98 | Sharpe Ratio 0.0174 | Expected Return 0.017 |
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.
Check out Risk vs Return Analysis to better understand how to build diversified portfolios. Also, note that the market value of any index could be closely tied with the direction of predictive economic indicators such as signals in board of governors. ISEQ 20 Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ISEQ 20 market risk premium is the additional return an investor will receive from holding ISEQ 20 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 ISEQ 20. 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 ISEQ 20's performance over market.| α | 0.00 | β | 0.00 |
ISEQ 20 Return and Market Media
The median price of ISEQ 20 for the period between Thu, Sep 12, 2024 and Wed, Dec 11, 2024 is 1640.95 with a coefficient of variation of 1.59. The daily time series for the period is distributed with a sample standard deviation of 26.15, arithmetic mean of 1640.43, and mean deviation of 20.15. The Index 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 ISEQ 20 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, ISEQ 20's short interest history, or implied volatility extrapolated from ISEQ 20 options trading.