METTLER TOLEDO (Germany) Alpha and Beta Analysis
| MTO Stock | 1,166 3.00 0.26% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as METTLER TOLEDO INTL. It also helps investors analyze the systematic and unsystematic risks associated with investing in METTLER TOLEDO over a specified time horizon. Remember, high METTLER TOLEDO'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 METTLER TOLEDO's market risk premium analysis include:
Beta 0.63 | Alpha (0.18) | Risk 1.93 | Sharpe Ratio (0.06) | Expected Return (0.12) |
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.
METTLER |
METTLER TOLEDO Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. METTLER TOLEDO market risk premium is the additional return an investor will receive from holding METTLER TOLEDO 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 METTLER TOLEDO. 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 METTLER TOLEDO's performance over market.| α | -0.18 | β | 0.63 |
METTLER TOLEDO 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 METTLER TOLEDO's Buy-and-hold return. Our buy-and-hold chart shows how METTLER TOLEDO performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.METTLER TOLEDO Market Price Analysis
Market price analysis indicators help investors to evaluate how METTLER TOLEDO stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading METTLER TOLEDO shares will generate the highest return on investment. By understating and applying METTLER TOLEDO stock market price indicators, traders can identify METTLER TOLEDO position entry and exit signals to maximize returns.
METTLER TOLEDO Return and Market Media
The median price of METTLER TOLEDO for the period between Thu, Aug 29, 2024 and Wed, Nov 27, 2024 is 1254.0 with a coefficient of variation of 5.06. The daily time series for the period is distributed with a sample standard deviation of 63.05, arithmetic mean of 1246.74, and mean deviation of 50.19. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About METTLER TOLEDO 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 METTLER or other stocks. Alpha measures the amount that position in METTLER TOLEDO INTL 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 METTLER TOLEDO 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, METTLER TOLEDO's short interest history, or implied volatility extrapolated from METTLER TOLEDO options trading.
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Additional Tools for METTLER Stock Analysis
When running METTLER TOLEDO's price analysis, check to measure METTLER TOLEDO'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 METTLER TOLEDO is operating at the current time. Most of METTLER TOLEDO's value examination focuses on studying past and present price action to predict the probability of METTLER TOLEDO's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move METTLER TOLEDO's price. Additionally, you may evaluate how the addition of METTLER TOLEDO to your portfolios can decrease your overall portfolio volatility.