Roma Green Finance Stock Alpha and Beta Analysis
| ROMA Stock | 0.68 0.02 3.03% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Roma Green Finance. It also helps investors analyze the systematic and unsystematic risks associated with investing in Roma Green over a specified time horizon. Remember, high Roma Green'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 Roma Green's market risk premium analysis include:
Beta 0.049 | Alpha 0.48 | Risk 5.53 | Sharpe Ratio 0.0908 | Expected Return 0.5 |
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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.
Roma |
Roma Green Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Roma Green market risk premium is the additional return an investor will receive from holding Roma Green 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 Roma Green. 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 Roma Green's performance over market.| α | 0.48 | β | 0.05 |
Roma Green 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 Roma Green's Buy-and-hold return. Our buy-and-hold chart shows how Roma Green performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Roma Green Market Price Analysis
Market price analysis indicators help investors to evaluate how Roma Green stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Roma Green shares will generate the highest return on investment. By understating and applying Roma Green stock market price indicators, traders can identify Roma Green position entry and exit signals to maximize returns.
Roma Green Return and Market Media
The median price of Roma Green for the period between Sun, Aug 25, 2024 and Sat, Nov 23, 2024 is 0.76 with a coefficient of variation of 25.36. The daily time series for the period is distributed with a sample standard deviation of 0.19, arithmetic mean of 0.77, and mean deviation of 0.18. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Former England defender Chris Smalling signs with Saudi club Al-Fayha | 09/03/2024 |
2 | Friedkin Group agrees deal to buy Everton | 09/23/2024 |
3 | Ten Legends of Football Hosting Ten Unique Trips | 10/03/2024 |
4 | Disposition of 12000 shares by Albanese Robert C of Roma Green at 24.38 subject to Rule 16b-3 | 10/15/2024 |
5 | When is the 2024 Ballon dOr ceremony Start time, venue and full list of nominees | 10/28/2024 |
6 | Tottenhams Rodrigo Bentancur hit with lengthy ban over Son Heung Min comment | 11/18/2024 |
7 | Roma Green Finance and Bowman Consulting Group Head-To-Head Analysis | 11/21/2024 |
About Roma Green 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 Roma or other stocks. Alpha measures the amount that position in Roma Green Finance 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Current Ratio | 0.81 | 0.59 | 10.9 | 11.45 | Net Debt To EBITDA | 0.0512 | 0.0709 | 7.11 | 4.76 |
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 Roma Green 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, Roma Green's short interest history, or implied volatility extrapolated from Roma Green options trading.
Build Portfolio with Roma Green
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Align your risk with return expectations
Check out Roma Green Backtesting, Roma Green Valuation, Roma Green Correlation, Roma Green Hype Analysis, Roma Green Volatility, Roma Green History and analyze Roma Green Performance. You can also try the Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
Roma Green 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.