CLAVISTER HOLDING (Germany) Alpha and Beta Analysis
| 89P Stock | 0.38 0.03 8.57% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as CLAVISTER HOLDING AB. It also helps investors analyze the systematic and unsystematic risks associated with investing in CLAVISTER HOLDING over a specified time horizon. Remember, high CLAVISTER HOLDING'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 CLAVISTER HOLDING's market risk premium analysis include:
Beta 0.19 | Alpha 0.78 | Risk 9.95 | Sharpe Ratio 0.11 | Expected Return 1.13 |
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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CLAVISTER HOLDING Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. CLAVISTER HOLDING market risk premium is the additional return an investor will receive from holding CLAVISTER HOLDING 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 CLAVISTER HOLDING. 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 CLAVISTER HOLDING's performance over market.| α | 0.78 | β | 0.19 |
CLAVISTER HOLDING 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 CLAVISTER HOLDING's Buy-and-hold return. Our buy-and-hold chart shows how CLAVISTER HOLDING performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.CLAVISTER HOLDING Market Price Analysis
Market price analysis indicators help investors to evaluate how CLAVISTER HOLDING stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading CLAVISTER HOLDING shares will generate the highest return on investment. By understating and applying CLAVISTER HOLDING stock market price indicators, traders can identify CLAVISTER HOLDING position entry and exit signals to maximize returns.
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CLAVISTER HOLDING Return and Market Media
The median price of CLAVISTER HOLDING for the period between Thu, Nov 20, 2025 and Wed, Feb 18, 2026 is 0.28 with a coefficient of variation of 20.5. The daily time series for the period is distributed with a sample standard deviation of 0.06, arithmetic mean of 0.29, and mean deviation of 0.05. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Revenues Tell The Story For Clavister Holding AB As Its Stock Soars 46 percent - simplywall.st | 01/15/2026 |
2 | Clavister Secures Defense Contract for Cross Domain Solution - marketscreener.com | 02/17/2026 |
About CLAVISTER HOLDING 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 CLAVISTER or other stocks. Alpha measures the amount that position in CLAVISTER HOLDING 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 CLAVISTER HOLDING 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, CLAVISTER HOLDING's short interest history, or implied volatility extrapolated from CLAVISTER HOLDING options trading.
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Other Information on Investing in CLAVISTER Stock
CLAVISTER HOLDING financial ratios help investors to determine whether CLAVISTER 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 CLAVISTER with respect to the benefits of owning CLAVISTER HOLDING security.