Abak SA (Poland) Alpha and Beta Analysis
| ABK Stock | 3.80 0.04 1.04% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Abak SA. It also helps investors analyze the systematic and unsystematic risks associated with investing in Abak SA over a specified time horizon. Remember, high Abak SA'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 Abak SA's market risk premium analysis include:
Beta 0.37 | Alpha (0.30) | Risk 1.9 | Sharpe Ratio (0.21) | Expected Return (0.41) |
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.
Abak |
Abak SA Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Abak SA market risk premium is the additional return an investor will receive from holding Abak SA 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 Abak SA. 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 Abak SA's performance over market.| α | -0.3 | β | 0.37 |
Abak SA Opportunities
Abak SA Return and Market Media
The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Abak SA 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 Abak or other stocks. Alpha measures the amount that position in Abak SA 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 Abak SA 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, Abak SA's short interest history, or implied volatility extrapolated from Abak SA options trading.
Build Portfolio with Abak SA
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 Abak Stock Analysis
When running Abak SA's price analysis, check to measure Abak SA'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 Abak SA is operating at the current time. Most of Abak SA's value examination focuses on studying past and present price action to predict the probability of Abak SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Abak SA's price. Additionally, you may evaluate how the addition of Abak SA to your portfolios can decrease your overall portfolio volatility.