Carlsberg (UK) Alpha and Beta Analysis
| 0AI4 Stock | 743.70 5.40 0.73% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Carlsberg AS B. It also helps investors analyze the systematic and unsystematic risks associated with investing in Carlsberg over a specified time horizon. Remember, high Carlsberg'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 Carlsberg's market risk premium analysis include:
Beta 0.0909 | Alpha (0.05) | Risk 1.58 | Sharpe Ratio (0.05) | 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.
Carlsberg |
Carlsberg Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Carlsberg market risk premium is the additional return an investor will receive from holding Carlsberg 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 Carlsberg. 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 Carlsberg's performance over market.| α | -0.05 | β | 0.09 |
Carlsberg 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 Carlsberg's Buy-and-hold return. Our buy-and-hold chart shows how Carlsberg performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Carlsberg Market Price Analysis
Market price analysis indicators help investors to evaluate how Carlsberg stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Carlsberg shares will generate the highest return on investment. By understating and applying Carlsberg stock market price indicators, traders can identify Carlsberg position entry and exit signals to maximize returns.
Carlsberg Return and Market Media
The median price of Carlsberg for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 784.1 with a coefficient of variation of 3.56. The daily time series for the period is distributed with a sample standard deviation of 27.5, arithmetic mean of 773.34, and mean deviation of 22.42. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Barclays bearish on Carlsberg stock as beer dominance wanes in key regions - Investing.com UK | 11/15/2024 |
About Carlsberg 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 Carlsberg or other stocks. Alpha measures the amount that position in Carlsberg AS B 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 Carlsberg 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, Carlsberg's short interest history, or implied volatility extrapolated from Carlsberg options trading.
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Additional Tools for Carlsberg Stock Analysis
When running Carlsberg's price analysis, check to measure Carlsberg'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 Carlsberg is operating at the current time. Most of Carlsberg's value examination focuses on studying past and present price action to predict the probability of Carlsberg's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Carlsberg's price. Additionally, you may evaluate how the addition of Carlsberg to your portfolios can decrease your overall portfolio volatility.