Gesundheitswelt Chiemgau (Germany) Alpha and Beta Analysis
| JTH Stock | EUR 12.40 0.20 1.64% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Gesundheitswelt Chiemgau AG. It also helps investors analyze the systematic and unsystematic risks associated with investing in Gesundheitswelt Chiemgau over a specified time horizon. Remember, high Gesundheitswelt Chiemgau'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 Gesundheitswelt Chiemgau's market risk premium analysis include:
Beta (0.46) | Alpha 0.0652 | Risk 1.48 | Sharpe Ratio 0.0158 | Expected Return 0.0234 |
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.
Gesundheitswelt |
Gesundheitswelt Chiemgau Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Gesundheitswelt Chiemgau market risk premium is the additional return an investor will receive from holding Gesundheitswelt Chiemgau 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 Gesundheitswelt Chiemgau. 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 Gesundheitswelt Chiemgau's performance over market.| α | 0.07 | β | -0.46 |
Gesundheitswelt Chiemgau 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 Gesundheitswelt Chiemgau's Buy-and-hold return. Our buy-and-hold chart shows how Gesundheitswelt Chiemgau performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Gesundheitswelt Chiemgau Market Price Analysis
Market price analysis indicators help investors to evaluate how Gesundheitswelt Chiemgau stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Gesundheitswelt Chiemgau shares will generate the highest return on investment. By understating and applying Gesundheitswelt Chiemgau stock market price indicators, traders can identify Gesundheitswelt Chiemgau position entry and exit signals to maximize returns.
Gesundheitswelt Chiemgau Return and Market Media
The median price of Gesundheitswelt Chiemgau for the period between Fri, Sep 13, 2024 and Thu, Dec 12, 2024 is 12.5 with a coefficient of variation of 1.84. The daily time series for the period is distributed with a sample standard deviation of 0.23, arithmetic mean of 12.42, and mean deviation of 0.18. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Gesundheitswelt Chiemgau 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 Gesundheitswelt or other stocks. Alpha measures the amount that position in Gesundheitswelt Chiemgau 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 Gesundheitswelt Chiemgau 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, Gesundheitswelt Chiemgau's short interest history, or implied volatility extrapolated from Gesundheitswelt Chiemgau options trading.
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Additional Tools for Gesundheitswelt Stock Analysis
When running Gesundheitswelt Chiemgau's price analysis, check to measure Gesundheitswelt Chiemgau'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 Gesundheitswelt Chiemgau is operating at the current time. Most of Gesundheitswelt Chiemgau's value examination focuses on studying past and present price action to predict the probability of Gesundheitswelt Chiemgau's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Gesundheitswelt Chiemgau's price. Additionally, you may evaluate how the addition of Gesundheitswelt Chiemgau to your portfolios can decrease your overall portfolio volatility.