RBC Bearings (Germany) Alpha and Beta Analysis
| B1X Stock | EUR 320.00 2.00 0.62% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as RBC Bearings Incorporated. It also helps investors analyze the systematic and unsystematic risks associated with investing in RBC Bearings over a specified time horizon. Remember, high RBC Bearings' 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 RBC Bearings' market risk premium analysis include:
Beta 1.47 | Alpha 0.0863 | Risk 1.71 | Sharpe Ratio 0.17 | Expected Return 0.28 |
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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RBC Bearings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. RBC Bearings market risk premium is the additional return an investor will receive from holding RBC Bearings 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 RBC Bearings. 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 RBC Bearings' performance over market.| α | 0.09 | β | 1.47 |
RBC Bearings 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 RBC Bearings' Buy-and-hold return. Our buy-and-hold chart shows how RBC Bearings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.RBC Bearings Market Price Analysis
Market price analysis indicators help investors to evaluate how RBC Bearings stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading RBC Bearings shares will generate the highest return on investment. By understating and applying RBC Bearings stock market price indicators, traders can identify RBC Bearings position entry and exit signals to maximize returns.
RBC Bearings Return and Market Media
The median price of RBC Bearings for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 266.0 with a coefficient of variation of 7.47. The daily time series for the period is distributed with a sample standard deviation of 20.39, arithmetic mean of 273.09, and mean deviation of 16.59. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About RBC Bearings 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 RBC or other stocks. Alpha measures the amount that position in RBC Bearings 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 RBC Bearings 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, RBC Bearings' short interest history, or implied volatility extrapolated from RBC Bearings options trading.
Build Portfolio with RBC Bearings
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Additional Information and Resources on Investing in RBC Stock
When determining whether RBC Bearings offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of RBC Bearings' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Rbc Bearings Incorporated Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Rbc Bearings Incorporated Stock:Check out RBC Bearings Backtesting, RBC Bearings Valuation, RBC Bearings Correlation, RBC Bearings Hype Analysis, RBC Bearings Volatility, RBC Bearings History and analyze RBC Bearings Performance. You can also try the Sync Your Broker module to sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors..
RBC Bearings technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.