Auckland International Airport Stock Alpha and Beta Analysis
| AUKNY Stock | USD 21.11 1.54 6.80% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Auckland International Airport. It also helps investors analyze the systematic and unsystematic risks associated with investing in Auckland International over a specified time horizon. Remember, high Auckland International'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 Auckland International's market risk premium analysis include:
Beta (0.08) | Alpha (0.10) | Risk 2.52 | Sharpe Ratio (0.05) | Expected Return (0.13) |
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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Auckland International Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Auckland International market risk premium is the additional return an investor will receive from holding Auckland International 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 Auckland International. 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 Auckland International's performance over market.| α | -0.1 | β | -0.08 |
Auckland International 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 Auckland International's Buy-and-hold return. Our buy-and-hold chart shows how Auckland International performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Auckland International Market Price Analysis
Market price analysis indicators help investors to evaluate how Auckland International pink sheet reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Auckland International shares will generate the highest return on investment. By understating and applying Auckland International pink sheet market price indicators, traders can identify Auckland International position entry and exit signals to maximize returns.
Auckland International Return and Market Media
The median price of Auckland International for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 22.65 with a coefficient of variation of 4.44. The daily time series for the period is distributed with a sample standard deviation of 0.99, arithmetic mean of 22.27, and mean deviation of 0.9. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Auckland International 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 Auckland or other pink sheets. Alpha measures the amount that position in Auckland International 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 Auckland International 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, Auckland International's short interest history, or implied volatility extrapolated from Auckland International options trading.
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Additional Tools for Auckland Pink Sheet Analysis
When running Auckland International's price analysis, check to measure Auckland International'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 Auckland International is operating at the current time. Most of Auckland International's value examination focuses on studying past and present price action to predict the probability of Auckland International's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Auckland International's price. Additionally, you may evaluate how the addition of Auckland International to your portfolios can decrease your overall portfolio volatility.