Ferrari NV (Germany) Alpha and Beta Analysis
| 2FE Stock | EUR 314.80 1.80 0.58% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ferrari NV. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ferrari NV over a specified time horizon. Remember, high Ferrari NV'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 Ferrari NV's market risk premium analysis include:
Beta 0.0179 | Alpha (0.20) | Risk 2.18 | Sharpe Ratio (0.03) | Expected Return (0.07) |
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.
Ferrari |
Ferrari NV Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ferrari NV market risk premium is the additional return an investor will receive from holding Ferrari NV 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 Ferrari NV. 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 Ferrari NV's performance over market.| α | -0.2 | β | 0.02 |
Ferrari NV 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 Ferrari NV's Buy-and-hold return. Our buy-and-hold chart shows how Ferrari NV performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Ferrari NV Market Price Analysis
Market price analysis indicators help investors to evaluate how Ferrari NV stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Ferrari NV shares will generate the highest return on investment. By understating and applying Ferrari NV stock market price indicators, traders can identify Ferrari NV position entry and exit signals to maximize returns.
Ferrari NV Return and Market Media
The median price of Ferrari NV for the period between Sat, Nov 22, 2025 and Fri, Feb 20, 2026 is 317.1 with a coefficient of variation of 6.81. The daily time series for the period is distributed with a sample standard deviation of 21.48, arithmetic mean of 315.51, and mean deviation of 17.08. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Ferrari Shares Fall After Morgan Stanley Downgrade - marketscreener.com | 12/08/2025 |
2 | Its Time to Buy This Ultra-Luxury Stock on a Rare Dip - Finviz | 01/07/2026 |
3 | FERRARI N.V. PERIODIC REPORT ON THE BUYBACK PROGRAM - GlobeNewswire | 01/12/2026 |
4 | Ferrari holds 8.63 percent of shares in treasury - Stock Titan | 01/20/2026 |
5 | Ferrari N.V. RACE Shares Bought by AustralianSuper Pty Ltd - MarketBeat | 01/30/2026 |
6 | Ferrari Earnings Expected to Grow Should You Buy - Finviz | 02/03/2026 |
7 | Ferraris Confident Outlook Eases Fears Over Supercar Demand - Bloomberg.com | 02/10/2026 |
8 | Ferrari N.V. RACE Shares Bought by Public Sector Pension Investment Board - MarketBeat | 02/13/2026 |
9 | Ferrari Updates Investors on Progress of 3.5 Billion Share Buyback Program - The Globe and Mail | 02/18/2026 |
About Ferrari NV 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 Ferrari or other stocks. Alpha measures the amount that position in Ferrari NV 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 Ferrari NV 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, Ferrari NV's short interest history, or implied volatility extrapolated from Ferrari NV options trading.
Build Portfolio with Ferrari NV
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Ferrari NV Analysis, Ferrari NV Valuation, Ferrari NV Correlation, Ferrari NV Hype Analysis, Ferrari NV Volatility, Ferrari NV Price History and analyze Ferrari NV Performance. For more detail on how to invest in Ferrari Stock please use our How to Invest in Ferrari NV guide.You can also try the Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
Ferrari NV 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.