Gedeon Richter (UK) Alpha and Beta Analysis
| 0QFP Stock | 5,040 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Gedeon Richter PLC. It also helps investors analyze the systematic and unsystematic risks associated with investing in Gedeon Richter over a specified time horizon. Remember, high Gedeon Richter'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 Gedeon Richter's market risk premium analysis include:
Beta 0.4 | Alpha 0.83 | Risk 0.0 | Sharpe Ratio 0.0 | Expected Return 0.0 |
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.
Gedeon |
Gedeon Richter Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Gedeon Richter market risk premium is the additional return an investor will receive from holding Gedeon Richter 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 Gedeon Richter. 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 Gedeon Richter's performance over market.| α | 0.83 | β | 0.40 |
Gedeon Richter 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 Gedeon Richter's Buy-and-hold return. Our buy-and-hold chart shows how Gedeon Richter performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Gedeon Richter Market Price Analysis
Market price analysis indicators help investors to evaluate how Gedeon Richter stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Gedeon Richter shares will generate the highest return on investment. By understating and applying Gedeon Richter stock market price indicators, traders can identify Gedeon Richter position entry and exit signals to maximize returns.
Gedeon Richter Return and Market Media
The median price of Gedeon Richter for the period between Thu, Aug 29, 2024 and Wed, Nov 27, 2024 is 5040.0 with a coefficient of variation of 13.49. The daily time series for the period is distributed with a sample standard deviation of 691.59, arithmetic mean of 5125.13, and mean deviation of 167.68. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Richters Female Health Product to Be Marketed in Japan - Hungary Today | 09/25/2024 |
2 | Richter BioLogics Expands in Germany New Facility to Boost Biopharma Production and Jobs - Healthcare Digital | 11/20/2024 |
About Gedeon Richter 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 Gedeon or other stocks. Alpha measures the amount that position in Gedeon Richter PLC 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 Gedeon Richter 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, Gedeon Richter's short interest history, or implied volatility extrapolated from Gedeon Richter options trading.
Build Portfolio with Gedeon Richter
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Additional Tools for Gedeon Stock Analysis
When running Gedeon Richter's price analysis, check to measure Gedeon Richter'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 Gedeon Richter is operating at the current time. Most of Gedeon Richter's value examination focuses on studying past and present price action to predict the probability of Gedeon Richter's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Gedeon Richter's price. Additionally, you may evaluate how the addition of Gedeon Richter to your portfolios can decrease your overall portfolio volatility.