Seche Environnement (UK) Alpha and Beta Analysis
| 0OG6 Stock | 82.30 0.10 0.12% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Seche Environnement SA. It also helps investors analyze the systematic and unsystematic risks associated with investing in Seche Environnement over a specified time horizon. Remember, high Seche Environnement'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 Seche Environnement's market risk premium analysis include:
Beta 0.16 | Alpha (0.31) | Risk 1.81 | Sharpe Ratio (0.16) | Expected Return (0.30) |
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.
Seche |
Seche Environnement Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Seche Environnement market risk premium is the additional return an investor will receive from holding Seche Environnement 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 Seche Environnement. 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 Seche Environnement's performance over market.| α | -0.31 | β | 0.16 |
Seche Environnement 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 Seche Environnement's Buy-and-hold return. Our buy-and-hold chart shows how Seche Environnement performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Seche Environnement Market Price Analysis
Market price analysis indicators help investors to evaluate how Seche Environnement stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Seche Environnement shares will generate the highest return on investment. By understating and applying Seche Environnement stock market price indicators, traders can identify Seche Environnement position entry and exit signals to maximize returns.
Seche Environnement Return and Market Media
The median price of Seche Environnement for the period between Thu, Aug 29, 2024 and Wed, Nov 27, 2024 is 89.4 with a coefficient of variation of 5.88. The daily time series for the period is distributed with a sample standard deviation of 5.22, arithmetic mean of 88.82, and mean deviation of 4.32. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Investors Will Want Sch Environnements Growth In ROCE To Persist - Simply Wall St | 11/18/2024 |
About Seche Environnement 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 Seche or other stocks. Alpha measures the amount that position in Seche Environnement 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 Seche Environnement 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, Seche Environnement's short interest history, or implied volatility extrapolated from Seche Environnement options trading.
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Additional Tools for Seche Stock Analysis
When running Seche Environnement's price analysis, check to measure Seche Environnement'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 Seche Environnement is operating at the current time. Most of Seche Environnement's value examination focuses on studying past and present price action to predict the probability of Seche Environnement's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Seche Environnement's price. Additionally, you may evaluate how the addition of Seche Environnement to your portfolios can decrease your overall portfolio volatility.