Bachem Holding Ag Stock Alpha and Beta Analysis
| BCHMF Stock | USD 60.51 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Bachem Holding AG. It also helps investors analyze the systematic and unsystematic risks associated with investing in Bachem Holding over a specified time horizon. Remember, high Bachem Holding'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 Bachem Holding's market risk premium analysis include:
Beta 0.15 | Alpha (0) | Risk 2.86 | Sharpe Ratio 0.0049 | Expected Return 0.0139 |
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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Bachem Holding Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Bachem Holding market risk premium is the additional return an investor will receive from holding Bachem Holding 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 Bachem Holding. 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 Bachem Holding's performance over market.| α | -0.0049 | β | 0.15 |
Bachem Holding 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 Bachem Holding's Buy-and-hold return. Our buy-and-hold chart shows how Bachem Holding performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Bachem Holding Market Price Analysis
Market price analysis indicators help investors to evaluate how Bachem Holding 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 Bachem Holding shares will generate the highest return on investment. By understating and applying Bachem Holding pink sheet market price indicators, traders can identify Bachem Holding position entry and exit signals to maximize returns.
Bachem Holding Return and Market Media
Price Growth (%) |
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About Bachem Holding 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 Bachem or other pink sheets. Alpha measures the amount that position in Bachem Holding AG 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 Bachem Holding 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, Bachem Holding's short interest history, or implied volatility extrapolated from Bachem Holding options trading.
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Other Information on Investing in Bachem Pink Sheet
Bachem Holding financial ratios help investors to determine whether Bachem Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Bachem with respect to the benefits of owning Bachem Holding security.