Elia Group (Belgium) Alpha and Beta Analysis
| ELI Stock | EUR 87.20 2.85 3.38% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Elia Group SANV. It also helps investors analyze the systematic and unsystematic risks associated with investing in Elia Group over a specified time horizon. Remember, high Elia Group'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 Elia Group's market risk premium analysis include:
Beta 0.15 | Alpha (0.15) | Risk 1.65 | Sharpe Ratio (0.11) | Expected Return (0.17) |
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.
Elia |
Elia Group Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Elia Group market risk premium is the additional return an investor will receive from holding Elia Group 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 Elia Group. 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 Elia Group's performance over market.| α | -0.15 | β | 0.15 |
Elia Group 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 Elia Group's Buy-and-hold return. Our buy-and-hold chart shows how Elia Group performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Elia Group Market Price Analysis
Market price analysis indicators help investors to evaluate how Elia Group stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Elia Group shares will generate the highest return on investment. By understating and applying Elia Group stock market price indicators, traders can identify Elia Group position entry and exit signals to maximize returns.
Elia Group Return and Market Media
The median price of Elia Group for the period between Mon, Aug 26, 2024 and Sun, Nov 24, 2024 is 96.4 with a coefficient of variation of 7.33. The daily time series for the period is distributed with a sample standard deviation of 6.99, arithmetic mean of 95.39, and mean deviation of 5.85. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Elia Group 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 Elia or other stocks. Alpha measures the amount that position in Elia Group SANV 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 Elia Group 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, Elia Group's short interest history, or implied volatility extrapolated from Elia Group options trading.
Build Portfolio with Elia Group
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 Tools for Elia Stock Analysis
When running Elia Group's price analysis, check to measure Elia Group's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Elia Group is operating at the current time. Most of Elia Group's value examination focuses on studying past and present price action to predict the probability of Elia Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Elia Group's price. Additionally, you may evaluate how the addition of Elia Group to your portfolios can decrease your overall portfolio volatility.