Estoril Sol (Portugal) Alpha and Beta Analysis
| ESON Stock | EUR 3.20 0.70 17.95% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Estoril Sol SGPS. It also helps investors analyze the systematic and unsystematic risks associated with investing in Estoril Sol over a specified time horizon. Remember, high Estoril Sol'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 Estoril Sol's market risk premium analysis include:
Beta 0.0295 | Alpha (0.09) | Risk 4.39 | Sharpe Ratio (0.03) | Expected Return (0.11) |
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.
Estoril |
Estoril Sol Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Estoril Sol market risk premium is the additional return an investor will receive from holding Estoril Sol 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 Estoril Sol. 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 Estoril Sol's performance over market.| α | -0.09 | β | 0.03 |
Estoril Sol 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 Estoril Sol's Buy-and-hold return. Our buy-and-hold chart shows how Estoril Sol performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Estoril Sol Market Price Analysis
Market price analysis indicators help investors to evaluate how Estoril Sol stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Estoril Sol shares will generate the highest return on investment. By understating and applying Estoril Sol stock market price indicators, traders can identify Estoril Sol position entry and exit signals to maximize returns.
Estoril Sol Return and Market Media
The median price of Estoril Sol for the period between Fri, Dec 5, 2025 and Thu, Mar 5, 2026 is 3.6 with a coefficient of variation of 8.09. The daily time series for the period is distributed with a sample standard deviation of 0.28, arithmetic mean of 3.49, and mean deviation of 0.25. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Estoril Sol 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 Estoril or other stocks. Alpha measures the amount that position in Estoril Sol SGPS 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 Estoril Sol 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, Estoril Sol's short interest history, or implied volatility extrapolated from Estoril Sol options trading.
Build Portfolio with Estoril Sol
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Additional Tools for Estoril Stock Analysis
When running Estoril Sol's price analysis, check to measure Estoril Sol'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 Estoril Sol is operating at the current time. Most of Estoril Sol's value examination focuses on studying past and present price action to predict the probability of Estoril Sol's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Estoril Sol's price. Additionally, you may evaluate how the addition of Estoril Sol to your portfolios can decrease your overall portfolio volatility.