Gabather (Sweden) Alpha and Beta Analysis

GABA Stock  SEK 0.48  0.08  14.29%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Gabather AB. It also helps investors analyze the systematic and unsystematic risks associated with investing in Gabather over a specified time horizon. Remember, high Gabather'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 Gabather's market risk premium analysis include:
Beta
(2.43)
Alpha
0.27
Risk
10.61
Sharpe Ratio
(0)
Expected Return
(0.03)
Please note that although Gabather alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Gabather did 0.27  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Gabather AB stock's relative risk over its benchmark. Gabather AB has a beta of 2.43  . As returns on the market increase, returns on owning Gabather are expected to decrease by larger amounts. On the other hand, during market turmoil, Gabather is expected to outperform it. .
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.
  
Check out Gabather Backtesting, Gabather Valuation, Gabather Correlation, Gabather Hype Analysis, Gabather Volatility, Gabather History and analyze Gabather Performance.

Gabather Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Gabather market risk premium is the additional return an investor will receive from holding Gabather 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 Gabather. 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 Gabather's performance over market.
α0.27   β-2.43

Gabather 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 Gabather's Buy-and-hold return. Our buy-and-hold chart shows how Gabather performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Gabather Market Price Analysis

Market price analysis indicators help investors to evaluate how Gabather stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Gabather shares will generate the highest return on investment. By understating and applying Gabather stock market price indicators, traders can identify Gabather position entry and exit signals to maximize returns.

Gabather Return and Market Media

The median price of Gabather for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 0.6 with a coefficient of variation of 11.82. The daily time series for the period is distributed with a sample standard deviation of 0.07, arithmetic mean of 0.6, and mean deviation of 0.06. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Gabather 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 Gabather or other stocks. Alpha measures the amount that position in Gabather AB 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 Gabather 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, Gabather's short interest history, or implied volatility extrapolated from Gabather options trading.

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations

Additional Tools for Gabather Stock Analysis

When running Gabather's price analysis, check to measure Gabather'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 Gabather is operating at the current time. Most of Gabather's value examination focuses on studying past and present price action to predict the probability of Gabather's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Gabather's price. Additionally, you may evaluate how the addition of Gabather to your portfolios can decrease your overall portfolio volatility.