Moderna (Germany) Alpha and Beta Analysis
| 0QF Stock | EUR 40.00 1.71 4.10% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Moderna. It also helps investors analyze the systematic and unsystematic risks associated with investing in Moderna over a specified time horizon. Remember, high Moderna'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 Moderna's market risk premium analysis include:
Beta 0.39 | Alpha (0.87) | Risk 3.41 | Sharpe Ratio (0.24) | Expected Return (0.81) |
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.
Moderna |
Moderna Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Moderna market risk premium is the additional return an investor will receive from holding Moderna 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 Moderna. 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 Moderna's performance over market.| α | -0.87 | β | 0.39 |
Moderna 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 Moderna's Buy-and-hold return. Our buy-and-hold chart shows how Moderna performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Moderna Market Price Analysis
Market price analysis indicators help investors to evaluate how Moderna stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Moderna shares will generate the highest return on investment. By understating and applying Moderna stock market price indicators, traders can identify Moderna position entry and exit signals to maximize returns.
Moderna Return and Market Media
The median price of Moderna for the period between Thu, Aug 29, 2024 and Wed, Nov 27, 2024 is 52.68 with a coefficient of variation of 18.87. The daily time series for the period is distributed with a sample standard deviation of 10.02, arithmetic mean of 53.1, and mean deviation of 8.04. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Moderna 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 Moderna or other stocks. Alpha measures the amount that position in Moderna 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 Moderna 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, Moderna's short interest history, or implied volatility extrapolated from Moderna options trading.
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Additional Information and Resources on Investing in Moderna Stock
When determining whether Moderna offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Moderna's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Moderna Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Moderna Stock:Check out Moderna Backtesting, Moderna Valuation, Moderna Correlation, Moderna Hype Analysis, Moderna Volatility, Moderna History and analyze Moderna Performance. For more detail on how to invest in Moderna Stock please use our How to Invest in Moderna guide.You can also try the Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Moderna technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.