ARDAGH METAL (Germany) Alpha and Beta Analysis
| 7JZ Stock | 3.64 0.16 4.60% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ARDAGH METAL PACDL 0001. It also helps investors analyze the systematic and unsystematic risks associated with investing in ARDAGH METAL over a specified time horizon. Remember, high ARDAGH METAL'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 ARDAGH METAL's market risk premium analysis include:
Beta 0.33 | Alpha 0.34 | Risk 3.33 | Sharpe Ratio 0.083 | Expected Return 0.28 |
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.
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ARDAGH METAL Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ARDAGH METAL market risk premium is the additional return an investor will receive from holding ARDAGH METAL 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 ARDAGH METAL. 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 ARDAGH METAL's performance over market.| α | 0.34 | β | 0.33 |
ARDAGH METAL 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 ARDAGH METAL's Buy-and-hold return. Our buy-and-hold chart shows how ARDAGH METAL performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.ARDAGH METAL Market Price Analysis
Market price analysis indicators help investors to evaluate how ARDAGH METAL stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading ARDAGH METAL shares will generate the highest return on investment. By understating and applying ARDAGH METAL stock market price indicators, traders can identify ARDAGH METAL position entry and exit signals to maximize returns.
ARDAGH METAL Return and Market Media
The median price of ARDAGH METAL for the period between Thu, Aug 29, 2024 and Wed, Nov 27, 2024 is 3.34 with a coefficient of variation of 6.57. The daily time series for the period is distributed with a sample standard deviation of 0.22, arithmetic mean of 3.32, and mean deviation of 0.17. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About ARDAGH METAL 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 ARDAGH or other stocks. Alpha measures the amount that position in ARDAGH METAL PACDL 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 ARDAGH METAL 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, ARDAGH METAL's short interest history, or implied volatility extrapolated from ARDAGH METAL options trading.
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Other Information on Investing in ARDAGH Stock
ARDAGH METAL financial ratios help investors to determine whether ARDAGH Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in ARDAGH with respect to the benefits of owning ARDAGH METAL security.