Forbo Holding (Switzerland) Alpha and Beta Analysis
| FORN Stock | CHF 780.00 2.00 0.26% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Forbo Holding AG. It also helps investors analyze the systematic and unsystematic risks associated with investing in Forbo Holding over a specified time horizon. Remember, high Forbo Holding'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 Forbo Holding's market risk premium analysis include:
Beta 0.0368 | Alpha (0.15) | Risk 1.4 | Sharpe Ratio (0.1) | Expected Return (0.14) |
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.
Forbo |
Forbo Holding Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Forbo Holding market risk premium is the additional return an investor will receive from holding Forbo Holding 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 Forbo Holding. 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 Forbo Holding's performance over market.| α | -0.15 | β | 0.04 |
Forbo Holding 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 Forbo Holding's Buy-and-hold return. Our buy-and-hold chart shows how Forbo Holding performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Forbo Holding Market Price Analysis
Market price analysis indicators help investors to evaluate how Forbo Holding stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Forbo Holding shares will generate the highest return on investment. By understating and applying Forbo Holding stock market price indicators, traders can identify Forbo Holding position entry and exit signals to maximize returns.
Forbo Holding Return and Market Media
Price Growth (%) |
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About Forbo Holding 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 Forbo or other stocks. Alpha measures the amount that position in Forbo Holding AG 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 Forbo Holding 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, Forbo Holding's short interest history, or implied volatility extrapolated from Forbo Holding options trading.
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Additional Tools for Forbo Stock Analysis
When running Forbo Holding's price analysis, check to measure Forbo Holding'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 Forbo Holding is operating at the current time. Most of Forbo Holding's value examination focuses on studying past and present price action to predict the probability of Forbo Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Forbo Holding's price. Additionally, you may evaluate how the addition of Forbo Holding to your portfolios can decrease your overall portfolio volatility.