Jet2 Plc Stock Alpha and Beta Analysis
| DRTGF Stock | USD 18.54 0.78 4.39% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Jet2 plc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Jet2 Plc over a specified time horizon. Remember, high Jet2 Plc'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 Jet2 Plc's market risk premium analysis include:
Beta (0.12) | Alpha 0.057 | Risk 1.55 | Sharpe Ratio 0.0377 | Expected Return 0.0585 |
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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Jet2 Plc Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Jet2 Plc market risk premium is the additional return an investor will receive from holding Jet2 Plc 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 Jet2 Plc. 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 Jet2 Plc's performance over market.| α | 0.06 | β | -0.12 |
Jet2 Plc 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 Jet2 Plc's Buy-and-hold return. Our buy-and-hold chart shows how Jet2 Plc performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Jet2 Plc Market Price Analysis
Market price analysis indicators help investors to evaluate how Jet2 Plc 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 Jet2 Plc shares will generate the highest return on investment. By understating and applying Jet2 Plc pink sheet market price indicators, traders can identify Jet2 Plc position entry and exit signals to maximize returns.
Jet2 Plc Return and Market Media
The median price of Jet2 Plc for the period between Fri, Sep 26, 2025 and Thu, Dec 25, 2025 is 17.76 with a coefficient of variation of 3.88. The daily time series for the period is distributed with a sample standard deviation of 0.69, arithmetic mean of 17.8, and mean deviation of 0.54. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Jet2 Plc 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 Jet2 or other pink sheets. Alpha measures the amount that position in Jet2 plc 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 Jet2 Plc 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, Jet2 Plc's short interest history, or implied volatility extrapolated from Jet2 Plc options trading.
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Other Information on Investing in Jet2 Pink Sheet
Jet2 Plc financial ratios help investors to determine whether Jet2 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 Jet2 with respect to the benefits of owning Jet2 Plc security.