Esso Public (Germany) Alpha and Beta Analysis
| JAV2 Stock | EUR 0.14 0.01 6.67% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Esso Public. It also helps investors analyze the systematic and unsystematic risks associated with investing in Esso Public over a specified time horizon. Remember, high Esso Public'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 Esso Public's market risk premium analysis include:
Beta (0.52) | Alpha (0.62) | Risk 4.61 | Sharpe Ratio (0.12) | Expected Return (0.57) |
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.
Esso |
Esso Public Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Esso Public market risk premium is the additional return an investor will receive from holding Esso Public 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 Esso Public. 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 Esso Public's performance over market.| α | -0.62 | β | -0.52 |
Esso Public 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 Esso Public's Buy-and-hold return. Our buy-and-hold chart shows how Esso Public performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Esso Public Market Price Analysis
Market price analysis indicators help investors to evaluate how Esso Public stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Esso Public shares will generate the highest return on investment. By understating and applying Esso Public stock market price indicators, traders can identify Esso Public position entry and exit signals to maximize returns.
Esso Public Return and Market Media
Price Growth (%) |
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About Esso Public 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 Esso or other stocks. Alpha measures the amount that position in Esso Public 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 Esso Public 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, Esso Public's short interest history, or implied volatility extrapolated from Esso Public options trading.
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Other Information on Investing in Esso Stock
Esso Public financial ratios help investors to determine whether Esso Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Esso with respect to the benefits of owning Esso Public security.