SSP Group (Germany) Alpha and Beta Analysis
| 83S2 Stock | 2.04 0.04 1.92% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SSP Group PLC. It also helps investors analyze the systematic and unsystematic risks associated with investing in SSP Group over a specified time horizon. Remember, high SSP Group'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 SSP Group's market risk premium analysis include:
Beta 0.27 | Alpha 0.15 | Risk 2.45 | Sharpe Ratio 0.0727 | Expected Return 0.18 |
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.
SSP |
SSP Group Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SSP Group market risk premium is the additional return an investor will receive from holding SSP Group 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 SSP Group. 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 SSP Group's performance over market.| α | 0.15 | β | 0.27 |
SSP Group Return and Market Media
The median price of SSP Group for the period between Sat, Sep 28, 2024 and Fri, Dec 27, 2024 is 1.89 with a coefficient of variation of 6.45. The daily time series for the period is distributed with a sample standard deviation of 0.12, arithmetic mean of 1.93, and mean deviation of 0.1. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
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 SSP Group 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, SSP Group's short interest history, or implied volatility extrapolated from SSP Group options trading.
Build Portfolio with SSP Group
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
Additional Tools for SSP Stock Analysis
When running SSP Group's price analysis, check to measure SSP Group'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 SSP Group is operating at the current time. Most of SSP Group's value examination focuses on studying past and present price action to predict the probability of SSP Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SSP Group's price. Additionally, you may evaluate how the addition of SSP Group to your portfolios can decrease your overall portfolio volatility.