Zegona Communications (UK) Alpha and Beta Analysis
| ZEG Stock | 328.00 2.00 0.61% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Zegona Communications Plc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Zegona Communications over a specified time horizon. Remember, high Zegona Communications' 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 Zegona Communications' market risk premium analysis include:
Beta (0.26) | Alpha (0.08) | Risk 2.05 | Sharpe Ratio (0.04) | Expected Return (0.07) |
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.
Zegona |
Zegona Communications Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Zegona Communications market risk premium is the additional return an investor will receive from holding Zegona Communications 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 Zegona Communications. 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 Zegona Communications' performance over market.| α | -0.08 | β | -0.26 |
Zegona Communications 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 Zegona Communications' Buy-and-hold return. Our buy-and-hold chart shows how Zegona Communications performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Zegona Communications Market Price Analysis
Market price analysis indicators help investors to evaluate how Zegona Communications stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Zegona Communications shares will generate the highest return on investment. By understating and applying Zegona Communications stock market price indicators, traders can identify Zegona Communications position entry and exit signals to maximize returns.
Zegona Communications Return and Market Media
The median price of Zegona Communications for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 346.0 with a coefficient of variation of 5.61. The daily time series for the period is distributed with a sample standard deviation of 19.15, arithmetic mean of 341.55, and mean deviation of 16.8. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Zegona Communications Trading 8.5 percent Higher - MarketBeat | 09/18/2024 |
2 | Investors in Zegona Communications have seen splendid returns of 255 percent over the past five years - Yahoo Finance UK | 11/12/2024 |
About Zegona Communications 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 Zegona or other stocks. Alpha measures the amount that position in Zegona Communications Plc 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 Zegona Communications 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, Zegona Communications' short interest history, or implied volatility extrapolated from Zegona Communications options trading.
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Other Information on Investing in Zegona Stock
Zegona Communications financial ratios help investors to determine whether Zegona 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 Zegona with respect to the benefits of owning Zegona Communications security.