NetSol Technologies (Germany) Alpha and Beta Analysis
| NS9B Stock | EUR 2.46 0.06 2.38% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as NetSol Technologies. It also helps investors analyze the systematic and unsystematic risks associated with investing in NetSol Technologies over a specified time horizon. Remember, high NetSol Technologies' 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 NetSol Technologies' market risk premium analysis include:
Beta 0.0281 | Alpha 0.12 | Risk 2.61 | Sharpe Ratio 0.0634 | Expected Return 0.17 |
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.
NetSol |
NetSol Technologies Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. NetSol Technologies market risk premium is the additional return an investor will receive from holding NetSol Technologies 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 NetSol Technologies. 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 NetSol Technologies' performance over market.| α | 0.12 | β | 0.03 |
NetSol Technologies 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 NetSol Technologies' Buy-and-hold return. Our buy-and-hold chart shows how NetSol Technologies performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.NetSol Technologies Market Price Analysis
Market price analysis indicators help investors to evaluate how NetSol Technologies stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading NetSol Technologies shares will generate the highest return on investment. By understating and applying NetSol Technologies stock market price indicators, traders can identify NetSol Technologies position entry and exit signals to maximize returns.
NetSol Technologies Return and Market Media
The median price of NetSol Technologies for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 2.52 with a coefficient of variation of 7.58. The daily time series for the period is distributed with a sample standard deviation of 0.2, arithmetic mean of 2.57, and mean deviation of 0.17. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About NetSol Technologies 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 NetSol or other stocks. Alpha measures the amount that position in NetSol Technologies 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 NetSol Technologies 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, NetSol Technologies' short interest history, or implied volatility extrapolated from NetSol Technologies options trading.
Build Portfolio with NetSol Technologies
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Additional Information and Resources on Investing in NetSol Stock
When determining whether NetSol Technologies is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if NetSol Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Netsol Technologies Stock. Highlighted below are key reports to facilitate an investment decision about Netsol Technologies Stock:Check out NetSol Technologies Backtesting, NetSol Technologies Valuation, NetSol Technologies Correlation, NetSol Technologies Hype Analysis, NetSol Technologies Volatility, NetSol Technologies History and analyze NetSol Technologies Performance. For more detail on how to invest in NetSol Stock please use our How to Invest in NetSol Technologies guide.You can also try the Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
NetSol Technologies technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.