Capgemini Se Stock Alpha and Beta Analysis
| CAPMF Stock | USD 153.89 9.16 5.62% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Capgemini SE. It also helps investors analyze the systematic and unsystematic risks associated with investing in Capgemini over a specified time horizon. Remember, high Capgemini'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 Capgemini's market risk premium analysis include:
Beta 0.53 | Alpha (0.43) | Risk 2.64 | Sharpe Ratio (0.13) | Expected Return (0.35) |
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.
Capgemini |
Capgemini Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Capgemini market risk premium is the additional return an investor will receive from holding Capgemini 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 Capgemini. 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 Capgemini's performance over market.| α | -0.43 | β | 0.53 |
Capgemini 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 Capgemini's Buy-and-hold return. Our buy-and-hold chart shows how Capgemini performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Capgemini Market Price Analysis
Market price analysis indicators help investors to evaluate how Capgemini 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 Capgemini shares will generate the highest return on investment. By understating and applying Capgemini pink sheet market price indicators, traders can identify Capgemini position entry and exit signals to maximize returns.
Capgemini Return and Market Media
The median price of Capgemini for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 200.4 with a coefficient of variation of 9.12. The daily time series for the period is distributed with a sample standard deviation of 17.7, arithmetic mean of 194.1, and mean deviation of 14.61. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Capgemini 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 Capgemini or other pink sheets. Alpha measures the amount that position in Capgemini SE 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 Capgemini 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, Capgemini's short interest history, or implied volatility extrapolated from Capgemini options trading.
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Other Information on Investing in Capgemini Pink Sheet
Capgemini financial ratios help investors to determine whether Capgemini 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 Capgemini with respect to the benefits of owning Capgemini security.