TAG Immobilien (Germany) Alpha and Beta Analysis
| TEG Stock | 15.72 0.03 0.19% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as TAG Immobilien AG. It also helps investors analyze the systematic and unsystematic risks associated with investing in TAG Immobilien over a specified time horizon. Remember, high TAG Immobilien'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 TAG Immobilien's market risk premium analysis include:
Beta (0.08) | Alpha 0.1 | Risk 1.67 | Sharpe Ratio 0.0561 | Expected Return 0.0938 |
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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TAG Immobilien Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. TAG Immobilien market risk premium is the additional return an investor will receive from holding TAG Immobilien 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 TAG Immobilien. 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 TAG Immobilien's performance over market.| α | 0.10 | β | -0.08 |
TAG Immobilien 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 TAG Immobilien's Buy-and-hold return. Our buy-and-hold chart shows how TAG Immobilien performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.TAG Immobilien Market Price Analysis
Market price analysis indicators help investors to evaluate how TAG Immobilien stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading TAG Immobilien shares will generate the highest return on investment. By understating and applying TAG Immobilien stock market price indicators, traders can identify TAG Immobilien position entry and exit signals to maximize returns.
TAG Immobilien Return and Market Media
The median price of TAG Immobilien for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 15.75 with a coefficient of variation of 3.78. The daily time series for the period is distributed with a sample standard deviation of 0.6, arithmetic mean of 15.76, and mean deviation of 0.5. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About TAG Immobilien 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 TAG or other stocks. Alpha measures the amount that position in TAG Immobilien AG 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 TAG Immobilien 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, TAG Immobilien's short interest history, or implied volatility extrapolated from TAG Immobilien options trading.
Build Portfolio with TAG Immobilien
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Additional Tools for TAG Stock Analysis
When running TAG Immobilien's price analysis, check to measure TAG Immobilien'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 TAG Immobilien is operating at the current time. Most of TAG Immobilien's value examination focuses on studying past and present price action to predict the probability of TAG Immobilien's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move TAG Immobilien's price. Additionally, you may evaluate how the addition of TAG Immobilien to your portfolios can decrease your overall portfolio volatility.