Qualys (Germany) Alpha and Beta Analysis
| 3L7A Stock | EUR 133.45 1.15 0.85% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Qualys Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Qualys over a specified time horizon. Remember, high Qualys' 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 Qualys' market risk premium analysis include:
Beta 0.51 | Alpha 0.33 | Risk 3.79 | Sharpe Ratio 0.0943 | Expected Return 0.36 |
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.
Qualys |
Qualys Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Qualys market risk premium is the additional return an investor will receive from holding Qualys 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 Qualys. 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 Qualys' performance over market.| α | 0.33 | β | 0.51 |
Qualys 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 Qualys' Buy-and-hold return. Our buy-and-hold chart shows how Qualys performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Qualys Market Price Analysis
Market price analysis indicators help investors to evaluate how Qualys stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Qualys shares will generate the highest return on investment. By understating and applying Qualys stock market price indicators, traders can identify Qualys position entry and exit signals to maximize returns.
Qualys Return and Market Media
The median price of Qualys for the period between Fri, Oct 25, 2024 and Thu, Jan 23, 2025 is 137.25 with a coefficient of variation of 8.23. The daily time series for the period is distributed with a sample standard deviation of 11.17, arithmetic mean of 135.79, and mean deviation of 8.67. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Qualys 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 Qualys or other stocks. Alpha measures the amount that position in Qualys Inc 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 Qualys 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, Qualys' short interest history, or implied volatility extrapolated from Qualys options trading.
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Additional Information and Resources on Investing in Qualys Stock
When determining whether Qualys Inc is a strong investment it is important to analyze Qualys' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Qualys' future performance. For an informed investment choice regarding Qualys Stock, refer to the following important reports:Check out Qualys Backtesting, Qualys Valuation, Qualys Correlation, Qualys Hype Analysis, Qualys Volatility, Qualys History and analyze Qualys Performance. You can also try the Stock Screener module to find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook..
Qualys 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.