Evotec SE (Germany) Alpha and Beta Analysis
| EVT Stock | 8.93 0.10 1.13% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Evotec SE. It also helps investors analyze the systematic and unsystematic risks associated with investing in Evotec SE over a specified time horizon. Remember, high Evotec SE'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 Evotec SE's market risk premium analysis include:
Beta (0.31) | Alpha 0.66 | Risk 5.89 | Sharpe Ratio 0.14 | Expected Return 0.81 |
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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Evotec SE Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Evotec SE market risk premium is the additional return an investor will receive from holding Evotec SE 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 Evotec SE. 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 Evotec SE's performance over market.| α | 0.66 | β | -0.31 |
Evotec SE 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 Evotec SE's Buy-and-hold return. Our buy-and-hold chart shows how Evotec SE performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Evotec SE Market Price Analysis
Market price analysis indicators help investors to evaluate how Evotec SE stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Evotec SE shares will generate the highest return on investment. By understating and applying Evotec SE stock market price indicators, traders can identify Evotec SE position entry and exit signals to maximize returns.
Evotec SE Return and Market Media
The median price of Evotec SE for the period between Wed, Sep 4, 2024 and Tue, Dec 3, 2024 is 6.43 with a coefficient of variation of 20.4. The daily time series for the period is distributed with a sample standard deviation of 1.43, arithmetic mean of 7.03, and mean deviation of 1.21. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Evotec SE 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 Evotec or other stocks. Alpha measures the amount that position in Evotec 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 Evotec SE 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, Evotec SE's short interest history, or implied volatility extrapolated from Evotec SE options trading.
Build Portfolio with Evotec SE
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Additional Tools for Evotec Stock Analysis
When running Evotec SE's price analysis, check to measure Evotec SE'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 Evotec SE is operating at the current time. Most of Evotec SE's value examination focuses on studying past and present price action to predict the probability of Evotec SE's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Evotec SE's price. Additionally, you may evaluate how the addition of Evotec SE to your portfolios can decrease your overall portfolio volatility.