Inission (Sweden) Alpha and Beta Analysis
| INISS-B Stock | SEK 32.50 0.20 0.62% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Inission AB. It also helps investors analyze the systematic and unsystematic risks associated with investing in Inission over a specified time horizon. Remember, high Inission'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 Inission's market risk premium analysis include:
Beta 0.25 | Alpha (0.36) | Risk 1.95 | Sharpe Ratio (0.15) | Expected Return (0.28) |
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.
Inission |
Inission Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Inission market risk premium is the additional return an investor will receive from holding Inission 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 Inission. 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 Inission's performance over market.| α | -0.36 | β | 0.25 |
Inission 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 Inission's Buy-and-hold return. Our buy-and-hold chart shows how Inission performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Inission Market Price Analysis
Market price analysis indicators help investors to evaluate how Inission stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Inission shares will generate the highest return on investment. By understating and applying Inission stock market price indicators, traders can identify Inission position entry and exit signals to maximize returns.
Inission Return and Market Media
The median price of Inission for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 37.6 with a coefficient of variation of 5.7. The daily time series for the period is distributed with a sample standard deviation of 2.11, arithmetic mean of 37.11, and mean deviation of 1.73. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Inission 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 Inission or other stocks. Alpha measures the amount that position in Inission 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 Inission 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, Inission's short interest history, or implied volatility extrapolated from Inission options trading.
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Other Information on Investing in Inission Stock
Inission financial ratios help investors to determine whether Inission 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 Inission with respect to the benefits of owning Inission security.