WW Grainger (UK) Alpha and Beta Analysis
| 0IZI Stock | 1,201 4.07 0.34% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as WW Grainger. It also helps investors analyze the systematic and unsystematic risks associated with investing in WW Grainger over a specified time horizon. Remember, high WW Grainger'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 WW Grainger's market risk premium analysis include:
Beta 0.46 | Alpha 0.29 | Risk 1.51 | Sharpe Ratio 0.26 | Expected Return 0.39 |
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.
0IZI |
WW Grainger Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. WW Grainger market risk premium is the additional return an investor will receive from holding WW Grainger 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 WW Grainger. 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 WW Grainger's performance over market.| α | 0.29 | β | 0.46 |
WW Grainger 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 WW Grainger's Buy-and-hold return. Our buy-and-hold chart shows how WW Grainger performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.WW Grainger Market Price Analysis
Market price analysis indicators help investors to evaluate how WW Grainger stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading WW Grainger shares will generate the highest return on investment. By understating and applying WW Grainger stock market price indicators, traders can identify WW Grainger position entry and exit signals to maximize returns.
WW Grainger Return and Market Media
The median price of WW Grainger for the period between Wed, Sep 4, 2024 and Tue, Dec 3, 2024 is 1087.92 with a coefficient of variation of 7.74. The daily time series for the period is distributed with a sample standard deviation of 83.67, arithmetic mean of 1080.57, and mean deviation of 71.15. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | W.W. Grainger, Inc. Shares Sold by Bank of Montreal Can - MarketBeat | 09/25/2024 |
2 | W.W. Grainger Boring Industry But Tech Like Returns - Seeking Alpha | 11/05/2024 |
About WW Grainger 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 0IZI or other stocks. Alpha measures the amount that position in WW Grainger 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 WW Grainger 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, WW Grainger's short interest history, or implied volatility extrapolated from WW Grainger options trading.
Build Portfolio with WW Grainger
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Additional Tools for 0IZI Stock Analysis
When running WW Grainger's price analysis, check to measure WW Grainger'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 WW Grainger is operating at the current time. Most of WW Grainger's value examination focuses on studying past and present price action to predict the probability of WW Grainger's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move WW Grainger's price. Additionally, you may evaluate how the addition of WW Grainger to your portfolios can decrease your overall portfolio volatility.