NIBE Industrier (Sweden) Alpha and Beta Analysis
| NIBE-B Stock | SEK 48.62 2.87 6.27% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as NIBE Industrier AB. It also helps investors analyze the systematic and unsystematic risks associated with investing in NIBE Industrier over a specified time horizon. Remember, high NIBE Industrier'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 NIBE Industrier's market risk premium analysis include:
Beta (0.54) | Alpha (0.02) | Risk 2.73 | Sharpe Ratio (0.01) | Expected Return (0.03) |
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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NIBE Industrier Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. NIBE Industrier market risk premium is the additional return an investor will receive from holding NIBE Industrier 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 NIBE Industrier. 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 NIBE Industrier's performance over market.| α | -0.02 | β | -0.54 |
NIBE Industrier 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 NIBE Industrier's Buy-and-hold return. Our buy-and-hold chart shows how NIBE Industrier performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.NIBE Industrier Market Price Analysis
Market price analysis indicators help investors to evaluate how NIBE Industrier stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading NIBE Industrier shares will generate the highest return on investment. By understating and applying NIBE Industrier stock market price indicators, traders can identify NIBE Industrier position entry and exit signals to maximize returns.
NIBE Industrier Return and Market Media
The median price of NIBE Industrier for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 50.02 with a coefficient of variation of 5.49. The daily time series for the period is distributed with a sample standard deviation of 2.74, arithmetic mean of 49.94, and mean deviation of 2.09. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About NIBE Industrier 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 NIBE or other stocks. Alpha measures the amount that position in NIBE Industrier AB 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 NIBE Industrier 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, NIBE Industrier's short interest history, or implied volatility extrapolated from NIBE Industrier options trading.
Build Portfolio with NIBE Industrier
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Other Information on Investing in NIBE Stock
NIBE Industrier financial ratios help investors to determine whether NIBE Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in NIBE with respect to the benefits of owning NIBE Industrier security.