Koninklijke KPN (Netherlands) Alpha and Beta Analysis
| KPN Stock | EUR 3.65 0.03 0.83% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Koninklijke KPN NV. It also helps investors analyze the systematic and unsystematic risks associated with investing in Koninklijke KPN over a specified time horizon. Remember, high Koninklijke KPN'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 Koninklijke KPN's market risk premium analysis include:
Beta 0.16 | Alpha (0.03) | Risk 0.8 | Sharpe Ratio (0.01) | Expected Return (0.01) |
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.
Koninklijke |
Koninklijke KPN Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Koninklijke KPN market risk premium is the additional return an investor will receive from holding Koninklijke KPN 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 Koninklijke KPN. 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 Koninklijke KPN's performance over market.| α | -0.03 | β | 0.16 |
Koninklijke KPN 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 Koninklijke KPN's Buy-and-hold return. Our buy-and-hold chart shows how Koninklijke KPN performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Koninklijke KPN Market Price Analysis
Market price analysis indicators help investors to evaluate how Koninklijke KPN stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Koninklijke KPN shares will generate the highest return on investment. By understating and applying Koninklijke KPN stock market price indicators, traders can identify Koninklijke KPN position entry and exit signals to maximize returns.
Koninklijke KPN Return and Market Media
The median price of Koninklijke KPN for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 3.67 with a coefficient of variation of 1.92. The daily time series for the period is distributed with a sample standard deviation of 0.07, arithmetic mean of 3.67, and mean deviation of 0.06. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Koninklijke KPN 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 Koninklijke or other stocks. Alpha measures the amount that position in Koninklijke KPN 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 Koninklijke KPN 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, Koninklijke KPN's short interest history, or implied volatility extrapolated from Koninklijke KPN options trading.
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Additional Tools for Koninklijke Stock Analysis
When running Koninklijke KPN's price analysis, check to measure Koninklijke KPN'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 Koninklijke KPN is operating at the current time. Most of Koninklijke KPN's value examination focuses on studying past and present price action to predict the probability of Koninklijke KPN's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Koninklijke KPN's price. Additionally, you may evaluate how the addition of Koninklijke KPN to your portfolios can decrease your overall portfolio volatility.