Monnari Trade (Poland) Alpha and Beta Analysis
| MON Stock | 5.08 0.02 0.40% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Monnari Trade SA. It also helps investors analyze the systematic and unsystematic risks associated with investing in Monnari Trade over a specified time horizon. Remember, high Monnari Trade'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 Monnari Trade's market risk premium analysis include:
Beta (0.03) | Alpha (0.12) | Risk 1.64 | Sharpe Ratio (0.07) | 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.
Monnari |
Monnari Trade Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Monnari Trade market risk premium is the additional return an investor will receive from holding Monnari Trade 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 Monnari Trade. 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 Monnari Trade's performance over market.| α | -0.12 | β | -0.03 |
Monnari Trade 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 Monnari Trade's Buy-and-hold return. Our buy-and-hold chart shows how Monnari Trade performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Monnari Trade Market Price Analysis
Market price analysis indicators help investors to evaluate how Monnari Trade stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Monnari Trade shares will generate the highest return on investment. By understating and applying Monnari Trade stock market price indicators, traders can identify Monnari Trade position entry and exit signals to maximize returns.
Monnari Trade Return and Market Media
The median price of Monnari Trade for the period between Mon, Nov 18, 2024 and Sun, Feb 16, 2025 is 5.06 with a coefficient of variation of 4.63. The daily time series for the period is distributed with a sample standard deviation of 0.24, arithmetic mean of 5.14, and mean deviation of 0.2. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Monnari Trade 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 Monnari or other stocks. Alpha measures the amount that position in Monnari Trade SA 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 Monnari Trade 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, Monnari Trade's short interest history, or implied volatility extrapolated from Monnari Trade options trading.
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Additional Tools for Monnari Stock Analysis
When running Monnari Trade's price analysis, check to measure Monnari Trade'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 Monnari Trade is operating at the current time. Most of Monnari Trade's value examination focuses on studying past and present price action to predict the probability of Monnari Trade's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Monnari Trade's price. Additionally, you may evaluate how the addition of Monnari Trade to your portfolios can decrease your overall portfolio volatility.