KBC Groep (Belgium) Alpha and Beta Analysis
| KBC Stock | EUR 68.70 0.86 1.24% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as KBC Groep NV. It also helps investors analyze the systematic and unsystematic risks associated with investing in KBC Groep over a specified time horizon. Remember, high KBC Groep'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 KBC Groep's market risk premium analysis include:
Beta (0.08) | Alpha 0.0122 | Risk 1.22 | Sharpe Ratio 0.0099 | Expected Return 0.012 |
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.
KBC |
KBC Groep Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. KBC Groep market risk premium is the additional return an investor will receive from holding KBC Groep 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 KBC Groep. 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 KBC Groep's performance over market.| α | 0.01 | β | -0.08 |
KBC Groep 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 KBC Groep's Buy-and-hold return. Our buy-and-hold chart shows how KBC Groep performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.KBC Groep Market Price Analysis
Market price analysis indicators help investors to evaluate how KBC Groep stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading KBC Groep shares will generate the highest return on investment. By understating and applying KBC Groep stock market price indicators, traders can identify KBC Groep position entry and exit signals to maximize returns.
KBC Groep Return and Market Media
Price Growth (%) |
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About KBC Groep 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 KBC or other stocks. Alpha measures the amount that position in KBC Groep NV 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 KBC Groep 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, KBC Groep's short interest history, or implied volatility extrapolated from KBC Groep options trading.
Build Portfolio with KBC Groep
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Additional Tools for KBC Stock Analysis
When running KBC Groep's price analysis, check to measure KBC Groep'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 KBC Groep is operating at the current time. Most of KBC Groep's value examination focuses on studying past and present price action to predict the probability of KBC Groep's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move KBC Groep's price. Additionally, you may evaluate how the addition of KBC Groep to your portfolios can decrease your overall portfolio volatility.