Rogers Communications (Germany) Alpha and Beta Analysis
| RCIB Stock | EUR 33.80 0.20 0.60% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Rogers Communications. It also helps investors analyze the systematic and unsystematic risks associated with investing in Rogers Communications over a specified time horizon. Remember, high Rogers Communications' 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 Rogers Communications' market risk premium analysis include:
Beta 0.12 | Alpha (0.11) | Risk 1.21 | Sharpe Ratio (0.08) | Expected Return (0.1) |
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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Rogers Communications Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Rogers Communications market risk premium is the additional return an investor will receive from holding Rogers Communications 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 Rogers Communications. 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 Rogers Communications' performance over market.| α | -0.11 | β | 0.12 |
Rogers Communications 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 Rogers Communications' Buy-and-hold return. Our buy-and-hold chart shows how Rogers Communications performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Rogers Communications Market Price Analysis
Market price analysis indicators help investors to evaluate how Rogers Communications stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Rogers Communications shares will generate the highest return on investment. By understating and applying Rogers Communications stock market price indicators, traders can identify Rogers Communications position entry and exit signals to maximize returns.
Rogers Communications Return and Market Media
The median price of Rogers Communications for the period between Thu, Aug 29, 2024 and Wed, Nov 27, 2024 is 35.4 with a coefficient of variation of 3.1. The daily time series for the period is distributed with a sample standard deviation of 1.09, arithmetic mean of 35.18, and mean deviation of 0.95. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Rogers Communications 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 Rogers or other stocks. Alpha measures the amount that position in Rogers Communications 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 Rogers Communications 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, Rogers Communications' short interest history, or implied volatility extrapolated from Rogers Communications options trading.
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Additional Information and Resources on Investing in Rogers Stock
When determining whether Rogers Communications offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Rogers Communications' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Rogers Communications Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Rogers Communications Stock:Check out Rogers Communications Backtesting, Rogers Communications Valuation, Rogers Communications Correlation, Rogers Communications Hype Analysis, Rogers Communications Volatility, Rogers Communications History and analyze Rogers Communications Performance. For more detail on how to invest in Rogers Stock please use our How to Invest in Rogers Communications guide.You can also try the Instant Ratings module to determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Rogers Communications 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.