Retail Food (Australia) Alpha and Beta Analysis
| RFG Stock | 0.07 0 1.39% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Retail Food Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Retail Food over a specified time horizon. Remember, high Retail Food'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 Retail Food's market risk premium analysis include:
Beta (0.33) | Alpha 0.12 | Risk 2.38 | Sharpe Ratio 0.0486 | Expected Return 0.12 |
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.
Retail |
Retail Food Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Retail Food market risk premium is the additional return an investor will receive from holding Retail Food 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 Retail Food. 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 Retail Food's performance over market.| α | 0.12 | β | -0.33 |
Retail Food 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 Retail Food's Buy-and-hold return. Our buy-and-hold chart shows how Retail Food performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Retail Food Market Price Analysis
Market price analysis indicators help investors to evaluate how Retail Food stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Retail Food shares will generate the highest return on investment. By understating and applying Retail Food stock market price indicators, traders can identify Retail Food position entry and exit signals to maximize returns.
Retail Food Return and Market Media
The median price of Retail Food for the period between Thu, Aug 29, 2024 and Wed, Nov 27, 2024 is 0.068 with a coefficient of variation of 4.75. The daily time series for the period is distributed with a sample standard deviation of 0.0, arithmetic mean of 0.07, and mean deviation of 0.0. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Retail Food Group Expands with CIBO Espresso Acquisition - MSN | 11/04/2024 |
2 | Retail Food Group Gains New Substantial Holder - TipRanks | 11/14/2024 |
About Retail Food 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 Retail or other stocks. Alpha measures the amount that position in Retail Food Group 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 Retail Food 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, Retail Food's short interest history, or implied volatility extrapolated from Retail Food options trading.
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Additional Tools for Retail Stock Analysis
When running Retail Food's price analysis, check to measure Retail Food'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 Retail Food is operating at the current time. Most of Retail Food's value examination focuses on studying past and present price action to predict the probability of Retail Food's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Retail Food's price. Additionally, you may evaluate how the addition of Retail Food to your portfolios can decrease your overall portfolio volatility.