Renaissance Europe (Germany) Alpha and Beta Analysis
| 0P00000PM8 | EUR 261.64 0.36 0.14% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Renaissance Europe C. It also helps investors analyze the systematic and unsystematic risks associated with investing in Renaissance Europe over a specified time horizon. Remember, high Renaissance Europe'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 Renaissance Europe's market risk premium analysis include:
Beta 0.59 | Alpha (0.19) | Risk 0.96 | Sharpe Ratio (0.11) | Expected Return (0.10) |
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.
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Renaissance Europe Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Renaissance Europe market risk premium is the additional return an investor will receive from holding Renaissance Europe 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 Renaissance Europe. 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 Renaissance Europe's performance over market.| α | -0.19 | β | 0.59 |
Renaissance Europe 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 Renaissance Europe's Buy-and-hold return. Our buy-and-hold chart shows how Renaissance Europe performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Renaissance Europe Market Price Analysis
Market price analysis indicators help investors to evaluate how Renaissance Europe fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Renaissance Europe shares will generate the highest return on investment. By understating and applying Renaissance Europe fund market price indicators, traders can identify Renaissance Europe position entry and exit signals to maximize returns.
Renaissance Europe Return and Market Media
The median price of Renaissance Europe for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 272.78 with a coefficient of variation of 2.52. The daily time series for the period is distributed with a sample standard deviation of 6.83, arithmetic mean of 270.79, and mean deviation of 5.79. The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
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About Renaissance Europe 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 Renaissance or other funds. Alpha measures the amount that position in Renaissance Europe 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 Renaissance Europe 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, Renaissance Europe's short interest history, or implied volatility extrapolated from Renaissance Europe options trading.
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Other Information on Investing in Renaissance Fund
Renaissance Europe financial ratios help investors to determine whether Renaissance Fund 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 Renaissance with respect to the benefits of owning Renaissance Europe security.
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