Continental (Germany) Alpha and Beta Analysis
| CAL Stock | EUR 110.00 2.00 1.85% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Camden Property Trust. It also helps investors analyze the systematic and unsystematic risks associated with investing in Continental over a specified time horizon. Remember, high Continental'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 Continental's market risk premium analysis include:
Beta 0.23 | Alpha 0.00611 | Risk 1.16 | Sharpe Ratio (0.01) | Expected Return (0.01) |
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.
Continental |
Continental Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Continental market risk premium is the additional return an investor will receive from holding Continental 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 Continental. 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 Continental's performance over market.| α | 0.01 | β | 0.23 |
Continental 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 Continental's Buy-and-hold return. Our buy-and-hold chart shows how Continental performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Continental Market Price Analysis
Market price analysis indicators help investors to evaluate how Continental stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Continental shares will generate the highest return on investment. By understating and applying Continental stock market price indicators, traders can identify Continental position entry and exit signals to maximize returns.
Continental Return and Market Media
The median price of Continental for the period between Mon, Sep 23, 2024 and Sun, Dec 22, 2024 is 110.0 with a coefficient of variation of 3.11. The daily time series for the period is distributed with a sample standard deviation of 3.45, arithmetic mean of 110.84, and mean deviation of 2.89. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Continental 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 Continental or other stocks. Alpha measures the amount that position in Camden Property Trust 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 Continental 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, Continental's short interest history, or implied volatility extrapolated from Continental options trading.
Build Portfolio with Continental
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 Information and Resources on Investing in Continental Stock
When determining whether Camden Property Trust is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Continental Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Camden Property Trust Stock. Highlighted below are key reports to facilitate an investment decision about Camden Property Trust Stock:Check out Continental Backtesting, Continental Valuation, Continental Correlation, Continental Hype Analysis, Continental Volatility, Continental History and analyze Continental Performance. You can also try the Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Continental 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.