TELE2 B (Germany) Alpha and Beta Analysis
| NCYD Stock | EUR 9.85 0.07 0.72% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as TELE2 B . It also helps investors analyze the systematic and unsystematic risks associated with investing in TELE2 B over a specified time horizon. Remember, high TELE2 B'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 TELE2 B's market risk premium analysis include:
Beta 0.93 | Alpha 0.64 | Risk 6.55 | Sharpe Ratio 0.11 | Expected Return 0.74 |
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.
TELE2 |
TELE2 B Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. TELE2 B market risk premium is the additional return an investor will receive from holding TELE2 B 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 TELE2 B. 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 TELE2 B's performance over market.| α | 0.64 | β | 0.93 |
TELE2 B 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 TELE2 B's Buy-and-hold return. Our buy-and-hold chart shows how TELE2 B performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.TELE2 B Market Price Analysis
Market price analysis indicators help investors to evaluate how TELE2 B stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading TELE2 B shares will generate the highest return on investment. By understating and applying TELE2 B stock market price indicators, traders can identify TELE2 B position entry and exit signals to maximize returns.
TELE2 B Return and Market Media
The median price of TELE2 B for the period between Thu, Sep 19, 2024 and Wed, Dec 18, 2024 is 9.7 with a coefficient of variation of 16.2. The daily time series for the period is distributed with a sample standard deviation of 1.44, arithmetic mean of 8.89, and mean deviation of 1.31. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About TELE2 B 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 TELE2 or other stocks. Alpha measures the amount that position in TELE2 B 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 TELE2 B 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, TELE2 B's short interest history, or implied volatility extrapolated from TELE2 B options trading.
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Additional Tools for TELE2 Stock Analysis
When running TELE2 B's price analysis, check to measure TELE2 B'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 TELE2 B is operating at the current time. Most of TELE2 B's value examination focuses on studying past and present price action to predict the probability of TELE2 B's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move TELE2 B's price. Additionally, you may evaluate how the addition of TELE2 B to your portfolios can decrease your overall portfolio volatility.