Magyar Telekom (Hungary) Alpha and Beta Analysis
| MTEL Stock | 1,258 4.00 0.32% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Magyar Telekom PLC. It also helps investors analyze the systematic and unsystematic risks associated with investing in Magyar Telekom over a specified time horizon. Remember, high Magyar Telekom'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 Magyar Telekom's market risk premium analysis include:
Beta 0.22 | Alpha 0.23 | Risk 0.89 | Sharpe Ratio 0.37 | Expected Return 0.33 |
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.
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Magyar Telekom Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Magyar Telekom market risk premium is the additional return an investor will receive from holding Magyar Telekom 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 Magyar Telekom. 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 Magyar Telekom's performance over market.| α | 0.23 | β | 0.22 |
Magyar Telekom Return and Market Media
The median price of Magyar Telekom for the period between Thu, Aug 29, 2024 and Wed, Nov 27, 2024 is 1050.0 with a coefficient of variation of 6.64. The daily time series for the period is distributed with a sample standard deviation of 72.16, arithmetic mean of 1085.97, and mean deviation of 59.66. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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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 Magyar Telekom 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, Magyar Telekom's short interest history, or implied volatility extrapolated from Magyar Telekom options trading.
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Additional Tools for Magyar Stock Analysis
When running Magyar Telekom's price analysis, check to measure Magyar Telekom'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 Magyar Telekom is operating at the current time. Most of Magyar Telekom's value examination focuses on studying past and present price action to predict the probability of Magyar Telekom's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Magyar Telekom's price. Additionally, you may evaluate how the addition of Magyar Telekom to your portfolios can decrease your overall portfolio volatility.