ING Groep (Netherlands) Alpha and Beta Analysis
| INGA Stock | EUR 14.82 0.08 0.54% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ING Groep NV. It also helps investors analyze the systematic and unsystematic risks associated with investing in ING Groep over a specified time horizon. Remember, high ING Groep'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 ING Groep's market risk premium analysis include:
Beta (0.13) | Alpha (0.11) | Risk 1.04 | Sharpe Ratio (0.11) | Expected Return (0.11) |
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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ING Groep Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ING Groep market risk premium is the additional return an investor will receive from holding ING Groep 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 ING Groep. 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 ING Groep's performance over market.| α | -0.11 | β | -0.13 |
ING Groep 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 ING Groep's Buy-and-hold return. Our buy-and-hold chart shows how ING Groep performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.ING Groep Market Price Analysis
Market price analysis indicators help investors to evaluate how ING Groep stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading ING Groep shares will generate the highest return on investment. By understating and applying ING Groep stock market price indicators, traders can identify ING Groep position entry and exit signals to maximize returns.
ING Groep Return and Market Media
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About ING Groep 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 ING or other stocks. Alpha measures the amount that position in ING Groep NV 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 ING Groep 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, ING Groep's short interest history, or implied volatility extrapolated from ING Groep options trading.
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Additional Tools for ING Stock Analysis
When running ING Groep's price analysis, check to measure ING Groep'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 ING Groep is operating at the current time. Most of ING Groep's value examination focuses on studying past and present price action to predict the probability of ING Groep's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ING Groep's price. Additionally, you may evaluate how the addition of ING Groep to your portfolios can decrease your overall portfolio volatility.