WIG Dividend (Poland) Alpha and Beta Analysis
| WIGDIV Index | 1,717 14.51 0.85% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as WIG Dividend. It also helps investors analyze the systematic and unsystematic risks associated with investing in WIG Dividend over a specified time horizon. Remember, high WIG Dividend'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 WIG Dividend's market risk premium analysis include:
Beta 0.0 | Alpha 0.0 | Risk 0.87 | Sharpe Ratio (0.1) | Expected Return (0.08) |
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.
Check out Your Current Watchlist to better understand how to build diversified portfolios. Also, note that the market value of any index could be closely tied with the direction of predictive economic indicators such as signals in gross domestic product. WIG Dividend Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. WIG Dividend market risk premium is the additional return an investor will receive from holding WIG Dividend 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 WIG Dividend. 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 WIG Dividend's performance over market.| α | 0.00 | β | 0.00 |
WIG Dividend Return and Market Media
The median price of WIG Dividend for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 1746.18 with a coefficient of variation of 1.94. The daily time series for the period is distributed with a sample standard deviation of 33.8, arithmetic mean of 1740.61, and mean deviation of 29.09. The Index did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
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 WIG Dividend 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, WIG Dividend's short interest history, or implied volatility extrapolated from WIG Dividend options trading.