RYANAIR HLDGS (Germany) Alpha and Beta Analysis
| RY4D Stock | EUR 41.20 0.60 1.48% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as RYANAIR HLDGS ADR. It also helps investors analyze the systematic and unsystematic risks associated with investing in RYANAIR HLDGS over a specified time horizon. Remember, high RYANAIR HLDGS'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 RYANAIR HLDGS's market risk premium analysis include:
Beta (1.87) | Alpha 1.71 | Risk 19.82 | Sharpe Ratio 0.0775 | Expected Return 1.54 |
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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RYANAIR HLDGS Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. RYANAIR HLDGS market risk premium is the additional return an investor will receive from holding RYANAIR HLDGS 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 RYANAIR HLDGS. 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 RYANAIR HLDGS's performance over market.| α | 1.71 | β | -1.87 |
RYANAIR HLDGS 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 RYANAIR HLDGS's Buy-and-hold return. Our buy-and-hold chart shows how RYANAIR HLDGS performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.RYANAIR HLDGS Market Price Analysis
Market price analysis indicators help investors to evaluate how RYANAIR HLDGS stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading RYANAIR HLDGS shares will generate the highest return on investment. By understating and applying RYANAIR HLDGS stock market price indicators, traders can identify RYANAIR HLDGS position entry and exit signals to maximize returns.
RYANAIR HLDGS Return and Market Media
The median price of RYANAIR HLDGS for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 40.4 with a coefficient of variation of 18.17. The daily time series for the period is distributed with a sample standard deviation of 7.46, arithmetic mean of 41.03, and mean deviation of 2.19. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About RYANAIR HLDGS 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 RYANAIR or other stocks. Alpha measures the amount that position in RYANAIR HLDGS ADR 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 RYANAIR HLDGS 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, RYANAIR HLDGS's short interest history, or implied volatility extrapolated from RYANAIR HLDGS options trading.
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Other Information on Investing in RYANAIR Stock
RYANAIR HLDGS financial ratios help investors to determine whether RYANAIR Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in RYANAIR with respect to the benefits of owning RYANAIR HLDGS security.