Kentima Holding (Sweden) Alpha and Beta Analysis
| KENH Stock | SEK 2.10 0.02 0.94% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Kentima Holding publ. It also helps investors analyze the systematic and unsystematic risks associated with investing in Kentima Holding over a specified time horizon. Remember, high Kentima Holding'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 Kentima Holding's market risk premium analysis include:
Beta (0.31) | Alpha 0.52 | Risk 4.85 | Sharpe Ratio 0.12 | Expected Return 0.58 |
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.
Kentima |
Kentima Holding Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Kentima Holding market risk premium is the additional return an investor will receive from holding Kentima Holding 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 Kentima Holding. 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 Kentima Holding's performance over market.| α | 0.52 | β | -0.31 |
Kentima Holding 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 Kentima Holding's Buy-and-hold return. Our buy-and-hold chart shows how Kentima Holding performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Kentima Holding Market Price Analysis
Market price analysis indicators help investors to evaluate how Kentima Holding stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Kentima Holding shares will generate the highest return on investment. By understating and applying Kentima Holding stock market price indicators, traders can identify Kentima Holding position entry and exit signals to maximize returns.
Kentima Holding Return and Market Media
The median price of Kentima Holding for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 2.18 with a coefficient of variation of 11.64. The daily time series for the period is distributed with a sample standard deviation of 0.25, arithmetic mean of 2.12, and mean deviation of 0.19. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Kentima Holding 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 Kentima or other stocks. Alpha measures the amount that position in Kentima Holding publ 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 Kentima Holding 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, Kentima Holding's short interest history, or implied volatility extrapolated from Kentima Holding options trading.
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Additional Tools for Kentima Stock Analysis
When running Kentima Holding's price analysis, check to measure Kentima Holding'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 Kentima Holding is operating at the current time. Most of Kentima Holding's value examination focuses on studying past and present price action to predict the probability of Kentima Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kentima Holding's price. Additionally, you may evaluate how the addition of Kentima Holding to your portfolios can decrease your overall portfolio volatility.