AUTOZONE Dusseldorf (Germany) Alpha and Beta Analysis
| AZ5 Stock | EUR 3,205 49.00 1.55% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as AUTOZONE Dusseldorf. It also helps investors analyze the systematic and unsystematic risks associated with investing in AUTOZONE Dusseldorf over a specified time horizon. Remember, high AUTOZONE Dusseldorf'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 AUTOZONE Dusseldorf's market risk premium analysis include:
Beta (0.12) | Alpha 0.12 | Risk 1.46 | Sharpe Ratio 0.17 | Expected Return 0.25 |
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.
AUTOZONE |
AUTOZONE Dusseldorf Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. AUTOZONE Dusseldorf market risk premium is the additional return an investor will receive from holding AUTOZONE Dusseldorf 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 AUTOZONE Dusseldorf. 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 AUTOZONE Dusseldorf's performance over market.| α | 0.12 | β | -0.12 |
AUTOZONE Dusseldorf 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 AUTOZONE Dusseldorf's Buy-and-hold return. Our buy-and-hold chart shows how AUTOZONE Dusseldorf performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.AUTOZONE Dusseldorf Market Price Analysis
Market price analysis indicators help investors to evaluate how AUTOZONE Dusseldorf stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading AUTOZONE Dusseldorf shares will generate the highest return on investment. By understating and applying AUTOZONE Dusseldorf stock market price indicators, traders can identify AUTOZONE Dusseldorf position entry and exit signals to maximize returns.
AUTOZONE Dusseldorf Return and Market Media
The median price of AUTOZONE Dusseldorf for the period between Wed, Oct 30, 2024 and Tue, Jan 28, 2025 is 3036.0 with a coefficient of variation of 4.13. The daily time series for the period is distributed with a sample standard deviation of 125.21, arithmetic mean of 3033.88, and mean deviation of 107.42. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About AUTOZONE Dusseldorf 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 AUTOZONE or other stocks. Alpha measures the amount that position in AUTOZONE Dusseldorf 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 AUTOZONE Dusseldorf 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, AUTOZONE Dusseldorf's short interest history, or implied volatility extrapolated from AUTOZONE Dusseldorf options trading.
Build Portfolio with AUTOZONE Dusseldorf
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Additional Tools for AUTOZONE Stock Analysis
When running AUTOZONE Dusseldorf's price analysis, check to measure AUTOZONE Dusseldorf'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 AUTOZONE Dusseldorf is operating at the current time. Most of AUTOZONE Dusseldorf's value examination focuses on studying past and present price action to predict the probability of AUTOZONE Dusseldorf's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AUTOZONE Dusseldorf's price. Additionally, you may evaluate how the addition of AUTOZONE Dusseldorf to your portfolios can decrease your overall portfolio volatility.