CONAGRA FOODS (Germany) Alpha and Beta Analysis
| CAO Stock | EUR 26.34 0.08 0.30% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as CONAGRA FOODS. It also helps investors analyze the systematic and unsystematic risks associated with investing in CONAGRA FOODS over a specified time horizon. Remember, high CONAGRA FOODS'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 CONAGRA FOODS's market risk premium analysis include:
Beta 0.3 | Alpha (0.09) | Risk 1.57 | Sharpe Ratio (0.04) | Expected Return (0.07) |
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.
CONAGRA |
CONAGRA FOODS Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. CONAGRA FOODS market risk premium is the additional return an investor will receive from holding CONAGRA FOODS 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 CONAGRA FOODS. 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 CONAGRA FOODS's performance over market.| α | -0.09 | β | 0.30 |
CONAGRA FOODS 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 CONAGRA FOODS's Buy-and-hold return. Our buy-and-hold chart shows how CONAGRA FOODS performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.CONAGRA FOODS Market Price Analysis
Market price analysis indicators help investors to evaluate how CONAGRA FOODS stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading CONAGRA FOODS shares will generate the highest return on investment. By understating and applying CONAGRA FOODS stock market price indicators, traders can identify CONAGRA FOODS position entry and exit signals to maximize returns.
CONAGRA FOODS Return and Market Media
The median price of CONAGRA FOODS for the period between Thu, Aug 29, 2024 and Wed, Nov 27, 2024 is 26.94 with a coefficient of variation of 4.25. The daily time series for the period is distributed with a sample standard deviation of 1.16, arithmetic mean of 27.31, and mean deviation of 1.01. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About CONAGRA FOODS 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 CONAGRA or other stocks. Alpha measures the amount that position in CONAGRA FOODS 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 CONAGRA FOODS 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, CONAGRA FOODS's short interest history, or implied volatility extrapolated from CONAGRA FOODS options trading.
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Additional Information and Resources on Investing in CONAGRA Stock
When determining whether CONAGRA FOODS is a strong investment it is important to analyze CONAGRA FOODS's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact CONAGRA FOODS's future performance. For an informed investment choice regarding CONAGRA Stock, refer to the following important reports:Check out CONAGRA FOODS Backtesting, CONAGRA FOODS Valuation, CONAGRA FOODS Correlation, CONAGRA FOODS Hype Analysis, CONAGRA FOODS Volatility, CONAGRA FOODS History and analyze CONAGRA FOODS Performance. For information on how to trade CONAGRA Stock refer to our How to Trade CONAGRA Stock guide.You can also try the Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
CONAGRA FOODS 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.