Hapag Lloyd Aktiengesellschaft Stock Alpha and Beta Analysis
| HLAGF Stock | USD 158.35 8.94 5.34% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Hapag Lloyd Aktiengesellschaft. It also helps investors analyze the systematic and unsystematic risks associated with investing in Hapag-Lloyd Aktiengesellscha over a specified time horizon. Remember, high Hapag-Lloyd Aktiengesellscha'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 Hapag-Lloyd Aktiengesellscha's market risk premium analysis include:
Beta (0.80) | Alpha 0.0777 | Risk 3.68 | Sharpe Ratio 0.019 | Expected Return 0.0699 |
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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Hapag-Lloyd Aktiengesellscha Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Hapag-Lloyd Aktiengesellscha market risk premium is the additional return an investor will receive from holding Hapag-Lloyd Aktiengesellscha 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 Hapag-Lloyd Aktiengesellscha. 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 Hapag-Lloyd Aktiengesellscha's performance over market.| α | 0.08 | β | -0.8 |
Hapag-Lloyd Aktiengesellscha 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 Hapag-Lloyd Aktiengesellscha's Buy-and-hold return. Our buy-and-hold chart shows how Hapag-Lloyd Aktiengesellscha performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Hapag-Lloyd Aktiengesellscha Market Price Analysis
Market price analysis indicators help investors to evaluate how Hapag-Lloyd Aktiengesellscha pink sheet reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Hapag-Lloyd Aktiengesellscha shares will generate the highest return on investment. By understating and applying Hapag-Lloyd Aktiengesellscha pink sheet market price indicators, traders can identify Hapag-Lloyd Aktiengesellscha position entry and exit signals to maximize returns.
Hapag-Lloyd Aktiengesellscha Return and Market Media
The median price of Hapag-Lloyd Aktiengesellscha for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 163.62 with a coefficient of variation of 6.43. The daily time series for the period is distributed with a sample standard deviation of 10.59, arithmetic mean of 164.78, and mean deviation of 9.61. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Hapag-Lloyd Aktiengesellscha 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 Hapag-Lloyd or other pink sheets. Alpha measures the amount that position in Hapag-Lloyd Aktiengesellscha 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 Hapag-Lloyd Aktiengesellscha 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, Hapag-Lloyd Aktiengesellscha's short interest history, or implied volatility extrapolated from Hapag-Lloyd Aktiengesellscha options trading.
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Other Information on Investing in Hapag-Lloyd Pink Sheet
Hapag-Lloyd Aktiengesellscha financial ratios help investors to determine whether Hapag-Lloyd Pink Sheet 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 Hapag-Lloyd with respect to the benefits of owning Hapag-Lloyd Aktiengesellscha security.