ABAS Protect (Sweden) Alpha and Beta Analysis
| ABAS Stock | 9.00 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 ABAS Protect AB. It also helps investors analyze the systematic and unsystematic risks associated with investing in ABAS Protect over a specified time horizon. Remember, high ABAS Protect'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 ABAS Protect's market risk premium analysis include:
Beta (0.40) | Alpha (0.02) | Risk 1.67 | Sharpe Ratio (0.09) | Expected Return (0.15) |
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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ABAS Protect Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ABAS Protect market risk premium is the additional return an investor will receive from holding ABAS Protect 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 ABAS Protect. 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 ABAS Protect's performance over market.| α | -0.02 | β | -0.4 |
ABAS Protect 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 ABAS Protect's Buy-and-hold return. Our buy-and-hold chart shows how ABAS Protect performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.ABAS Protect Market Price Analysis
Market price analysis indicators help investors to evaluate how ABAS Protect stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading ABAS Protect shares will generate the highest return on investment. By understating and applying ABAS Protect stock market price indicators, traders can identify ABAS Protect position entry and exit signals to maximize returns.
ABAS Protect Return and Market Media
The median price of ABAS Protect for the period between Sat, Oct 4, 2025 and Fri, Jan 2, 2026 is 9.7 with a coefficient of variation of 3.55. The daily time series for the period is distributed with a sample standard deviation of 0.34, arithmetic mean of 9.62, and mean deviation of 0.29. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About ABAS Protect 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 ABAS or other stocks. Alpha measures the amount that position in ABAS Protect AB 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 ABAS Protect 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, ABAS Protect's short interest history, or implied volatility extrapolated from ABAS Protect options trading.
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Additional Tools for ABAS Stock Analysis
When running ABAS Protect's price analysis, check to measure ABAS Protect'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 ABAS Protect is operating at the current time. Most of ABAS Protect's value examination focuses on studying past and present price action to predict the probability of ABAS Protect's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ABAS Protect's price. Additionally, you may evaluate how the addition of ABAS Protect to your portfolios can decrease your overall portfolio volatility.