INTUITIVE SURGICAL (Germany) Alpha and Beta Analysis
| IUI1 Stock | EUR 509.60 5.10 0.99% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as INTUITIVE SURGICAL. It also helps investors analyze the systematic and unsystematic risks associated with investing in INTUITIVE SURGICAL over a specified time horizon. Remember, high INTUITIVE SURGICAL'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 INTUITIVE SURGICAL's market risk premium analysis include:
Beta 0.66 | Alpha 0.16 | Risk 1.77 | Sharpe Ratio 0.13 | Expected Return 0.22 |
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.
INTUITIVE |
INTUITIVE SURGICAL Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. INTUITIVE SURGICAL market risk premium is the additional return an investor will receive from holding INTUITIVE SURGICAL 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 INTUITIVE SURGICAL. 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 INTUITIVE SURGICAL's performance over market.| α | 0.16 | β | 0.66 |
INTUITIVE SURGICAL 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 INTUITIVE SURGICAL's Buy-and-hold return. Our buy-and-hold chart shows how INTUITIVE SURGICAL performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.INTUITIVE SURGICAL Market Price Analysis
Market price analysis indicators help investors to evaluate how INTUITIVE SURGICAL stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading INTUITIVE SURGICAL shares will generate the highest return on investment. By understating and applying INTUITIVE SURGICAL stock market price indicators, traders can identify INTUITIVE SURGICAL position entry and exit signals to maximize returns.
INTUITIVE SURGICAL Return and Market Media
The median price of INTUITIVE SURGICAL for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 446.3 with a coefficient of variation of 6.5. The daily time series for the period is distributed with a sample standard deviation of 30.03, arithmetic mean of 461.73, and mean deviation of 26.12. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About INTUITIVE SURGICAL 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 INTUITIVE or other stocks. Alpha measures the amount that position in INTUITIVE SURGICAL 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 INTUITIVE SURGICAL 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, INTUITIVE SURGICAL's short interest history, or implied volatility extrapolated from INTUITIVE SURGICAL options trading.
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Additional Information and Resources on Investing in INTUITIVE Stock
When determining whether INTUITIVE SURGICAL is a strong investment it is important to analyze INTUITIVE SURGICAL's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact INTUITIVE SURGICAL's future performance. For an informed investment choice regarding INTUITIVE Stock, refer to the following important reports:Check out INTUITIVE SURGICAL Backtesting, INTUITIVE SURGICAL Valuation, INTUITIVE SURGICAL Correlation, INTUITIVE SURGICAL Hype Analysis, INTUITIVE SURGICAL Volatility, INTUITIVE SURGICAL History and analyze INTUITIVE SURGICAL Performance. For information on how to trade INTUITIVE Stock refer to our How to Trade INTUITIVE Stock guide.You can also try the Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
INTUITIVE SURGICAL 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.