NATIONAL BREWERIES (Zambia) Alpha and Beta Analysis
| NATBREW Stock | 3.00 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as NATIONAL BREWERIES PLC. It also helps investors analyze the systematic and unsystematic risks associated with investing in NATIONAL BREWERIES over a specified time horizon. Remember, high NATIONAL BREWERIES'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 NATIONAL BREWERIES's market risk premium analysis include:
Beta 0.75 | Alpha (0.53) | Risk 2.79 | Sharpe Ratio (0.16) | Expected Return (0.45) |
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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NATIONAL BREWERIES Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. NATIONAL BREWERIES market risk premium is the additional return an investor will receive from holding NATIONAL BREWERIES 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 NATIONAL BREWERIES. 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 NATIONAL BREWERIES's performance over market.| α | -0.53 | β | 0.75 |
NATIONAL BREWERIES Return and Market Media
The median price of NATIONAL BREWERIES for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 3.8 with a coefficient of variation of 9.36. The daily time series for the period is distributed with a sample standard deviation of 0.36, arithmetic mean of 3.83, and mean deviation of 0.25. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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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 NATIONAL BREWERIES 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, NATIONAL BREWERIES's short interest history, or implied volatility extrapolated from NATIONAL BREWERIES options trading.
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Additional Tools for NATIONAL Stock Analysis
When running NATIONAL BREWERIES's price analysis, check to measure NATIONAL BREWERIES'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 NATIONAL BREWERIES is operating at the current time. Most of NATIONAL BREWERIES's value examination focuses on studying past and present price action to predict the probability of NATIONAL BREWERIES's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move NATIONAL BREWERIES's price. Additionally, you may evaluate how the addition of NATIONAL BREWERIES to your portfolios can decrease your overall portfolio volatility.