AUSNUTRIA DAIRY (Germany) Alpha and Beta Analysis
| 6AH Stock | EUR 0.25 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 AUSNUTRIA DAIRY. It also helps investors analyze the systematic and unsystematic risks associated with investing in AUSNUTRIA DAIRY over a specified time horizon. Remember, high AUSNUTRIA DAIRY'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 AUSNUTRIA DAIRY's market risk premium analysis include:
Beta (0.26) | Alpha 0.0952 | Risk 1.94 | Sharpe Ratio 0.0414 | Expected Return 0.0804 |
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.
AUSNUTRIA |
AUSNUTRIA DAIRY Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. AUSNUTRIA DAIRY market risk premium is the additional return an investor will receive from holding AUSNUTRIA DAIRY 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 AUSNUTRIA DAIRY. 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 AUSNUTRIA DAIRY's performance over market.| α | 0.1 | β | -0.26 |
AUSNUTRIA DAIRY 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 AUSNUTRIA DAIRY's Buy-and-hold return. Our buy-and-hold chart shows how AUSNUTRIA DAIRY performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.AUSNUTRIA DAIRY Market Price Analysis
Market price analysis indicators help investors to evaluate how AUSNUTRIA DAIRY stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading AUSNUTRIA DAIRY shares will generate the highest return on investment. By understating and applying AUSNUTRIA DAIRY stock market price indicators, traders can identify AUSNUTRIA DAIRY position entry and exit signals to maximize returns.
AUSNUTRIA DAIRY Return and Market Media
The median price of AUSNUTRIA DAIRY for the period between Sun, Aug 25, 2024 and Sat, Nov 23, 2024 is 0.25 with a coefficient of variation of 4.83. The daily time series for the period is distributed with a sample standard deviation of 0.01, arithmetic mean of 0.24, and mean deviation of 0.01. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About AUSNUTRIA DAIRY 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 AUSNUTRIA or other stocks. Alpha measures the amount that position in AUSNUTRIA DAIRY 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 AUSNUTRIA DAIRY 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, AUSNUTRIA DAIRY's short interest history, or implied volatility extrapolated from AUSNUTRIA DAIRY options trading.
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Additional Tools for AUSNUTRIA Stock Analysis
When running AUSNUTRIA DAIRY's price analysis, check to measure AUSNUTRIA DAIRY'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 AUSNUTRIA DAIRY is operating at the current time. Most of AUSNUTRIA DAIRY's value examination focuses on studying past and present price action to predict the probability of AUSNUTRIA DAIRY's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AUSNUTRIA DAIRY's price. Additionally, you may evaluate how the addition of AUSNUTRIA DAIRY to your portfolios can decrease your overall portfolio volatility.