Groupe LDLC (France) Alpha and Beta Analysis
| ALLDL Stock | EUR 10.06 0.04 0.40% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Groupe LDLC SA. It also helps investors analyze the systematic and unsystematic risks associated with investing in Groupe LDLC over a specified time horizon. Remember, high Groupe LDLC'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 Groupe LDLC's market risk premium analysis include:
Beta 0.68 | Alpha (0.45) | Risk 2.47 | Sharpe Ratio (0.15) | Expected Return (0.36) |
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.
Groupe |
Groupe LDLC Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Groupe LDLC market risk premium is the additional return an investor will receive from holding Groupe LDLC 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 Groupe LDLC. 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 Groupe LDLC's performance over market.| α | -0.45 | β | 0.68 |
Groupe LDLC 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 Groupe LDLC's Buy-and-hold return. Our buy-and-hold chart shows how Groupe LDLC performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Groupe LDLC Market Price Analysis
Market price analysis indicators help investors to evaluate how Groupe LDLC stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Groupe LDLC shares will generate the highest return on investment. By understating and applying Groupe LDLC stock market price indicators, traders can identify Groupe LDLC position entry and exit signals to maximize returns.
Groupe LDLC Return and Market Media
The median price of Groupe LDLC for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 13.24 with a coefficient of variation of 13.53. The daily time series for the period is distributed with a sample standard deviation of 1.78, arithmetic mean of 13.14, and mean deviation of 1.45. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Groupe LDLC 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 Groupe or other stocks. Alpha measures the amount that position in Groupe LDLC 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 Groupe LDLC 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, Groupe LDLC's short interest history, or implied volatility extrapolated from Groupe LDLC options trading.
Build Portfolio with Groupe LDLC
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 Groupe Stock Analysis
When running Groupe LDLC's price analysis, check to measure Groupe LDLC'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 Groupe LDLC is operating at the current time. Most of Groupe LDLC's value examination focuses on studying past and present price action to predict the probability of Groupe LDLC's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Groupe LDLC's price. Additionally, you may evaluate how the addition of Groupe LDLC to your portfolios can decrease your overall portfolio volatility.