Glarner Kantonalbank (Switzerland) Alpha and Beta Analysis
| GLKBN Stock | CHF 21.00 0.30 1.41% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Glarner Kantonalbank. It also helps investors analyze the systematic and unsystematic risks associated with investing in Glarner Kantonalbank over a specified time horizon. Remember, high Glarner Kantonalbank'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 Glarner Kantonalbank's market risk premium analysis include:
Beta (0.12) | Alpha 0.0048 | Risk 0.77 | Sharpe Ratio (0.02) | Expected Return (0.02) |
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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Glarner Kantonalbank Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Glarner Kantonalbank market risk premium is the additional return an investor will receive from holding Glarner Kantonalbank 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 Glarner Kantonalbank. 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 Glarner Kantonalbank's performance over market.| α | 0 | β | -0.12 |
Glarner Kantonalbank 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 Glarner Kantonalbank's Buy-and-hold return. Our buy-and-hold chart shows how Glarner Kantonalbank performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Glarner Kantonalbank Market Price Analysis
Market price analysis indicators help investors to evaluate how Glarner Kantonalbank stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Glarner Kantonalbank shares will generate the highest return on investment. By understating and applying Glarner Kantonalbank stock market price indicators, traders can identify Glarner Kantonalbank position entry and exit signals to maximize returns.
Glarner Kantonalbank Return and Market Media
The median price of Glarner Kantonalbank for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 21.2 with a coefficient of variation of 1.62. The daily time series for the period is distributed with a sample standard deviation of 0.34, arithmetic mean of 21.28, and mean deviation of 0.27. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Glarner Kantonalbank 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 Glarner or other stocks. Alpha measures the amount that position in Glarner Kantonalbank 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 Glarner Kantonalbank 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, Glarner Kantonalbank's short interest history, or implied volatility extrapolated from Glarner Kantonalbank options trading.
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Additional Tools for Glarner Stock Analysis
When running Glarner Kantonalbank's price analysis, check to measure Glarner Kantonalbank'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 Glarner Kantonalbank is operating at the current time. Most of Glarner Kantonalbank's value examination focuses on studying past and present price action to predict the probability of Glarner Kantonalbank's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Glarner Kantonalbank's price. Additionally, you may evaluate how the addition of Glarner Kantonalbank to your portfolios can decrease your overall portfolio volatility.