Genomic Vision (Germany) Alpha and Beta Analysis
| G09 Stock | EUR 707.37 3.80 0.53% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Genomic Vision Socit. It also helps investors analyze the systematic and unsystematic risks associated with investing in Genomic Vision over a specified time horizon. Remember, high Genomic Vision'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 Genomic Vision's market risk premium analysis include:
Beta 0.26 | Alpha 0.005016 | Risk 1.19 | Sharpe Ratio 0.0392 | Expected Return 0.0466 |
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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Genomic Vision Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Genomic Vision market risk premium is the additional return an investor will receive from holding Genomic Vision 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 Genomic Vision. 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 Genomic Vision's performance over market.| α | 0.01 | β | 0.26 |
Genomic Vision 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 Genomic Vision's Buy-and-hold return. Our buy-and-hold chart shows how Genomic Vision performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Genomic Vision Market Price Analysis
Market price analysis indicators help investors to evaluate how Genomic Vision stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Genomic Vision shares will generate the highest return on investment. By understating and applying Genomic Vision stock market price indicators, traders can identify Genomic Vision position entry and exit signals to maximize returns.
Genomic Vision Return and Market Media
The median price of Genomic Vision for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 736.22 with a coefficient of variation of 4.55. The daily time series for the period is distributed with a sample standard deviation of 33.03, arithmetic mean of 725.47, and mean deviation of 28.56. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Genomic Vision 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 Genomic or other stocks. Alpha measures the amount that position in Genomic Vision Socit 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 Genomic Vision 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, Genomic Vision's short interest history, or implied volatility extrapolated from Genomic Vision options trading.
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Other Information on Investing in Genomic Stock
Genomic Vision financial ratios help investors to determine whether Genomic Stock 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 Genomic with respect to the benefits of owning Genomic Vision security.