SUNCOKE ENERGY (Germany) Alpha and Beta Analysis
| S01 Stock | EUR 12.00 0.20 1.69% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SUNCOKE ENERGY. It also helps investors analyze the systematic and unsystematic risks associated with investing in SUNCOKE ENERGY over a specified time horizon. Remember, high SUNCOKE ENERGY'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 SUNCOKE ENERGY's market risk premium analysis include:
Beta 1.04 | Alpha 0.56 | Risk 3.4 | Sharpe Ratio 0.23 | Expected Return 0.78 |
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.
SUNCOKE |
SUNCOKE ENERGY Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SUNCOKE ENERGY market risk premium is the additional return an investor will receive from holding SUNCOKE ENERGY 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 SUNCOKE ENERGY. 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 SUNCOKE ENERGY's performance over market.| α | 0.56 | β | 1.04 |
SUNCOKE ENERGY 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 SUNCOKE ENERGY's Buy-and-hold return. Our buy-and-hold chart shows how SUNCOKE ENERGY performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.SUNCOKE ENERGY Market Price Analysis
Market price analysis indicators help investors to evaluate how SUNCOKE ENERGY stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading SUNCOKE ENERGY shares will generate the highest return on investment. By understating and applying SUNCOKE ENERGY stock market price indicators, traders can identify SUNCOKE ENERGY position entry and exit signals to maximize returns.
SUNCOKE ENERGY Return and Market Media
The median price of SUNCOKE ENERGY for the period between Thu, Sep 5, 2024 and Wed, Dec 4, 2024 is 7.72 with a coefficient of variation of 21.97. The daily time series for the period is distributed with a sample standard deviation of 1.94, arithmetic mean of 8.85, and mean deviation of 1.75. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About SUNCOKE ENERGY 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 SUNCOKE or other stocks. Alpha measures the amount that position in SUNCOKE ENERGY 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 SUNCOKE ENERGY 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, SUNCOKE ENERGY's short interest history, or implied volatility extrapolated from SUNCOKE ENERGY options trading.
Build Portfolio with SUNCOKE ENERGY
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Additional Information and Resources on Investing in SUNCOKE Stock
When determining whether SUNCOKE ENERGY offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of SUNCOKE ENERGY's 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 Suncoke Energy Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Suncoke Energy Stock:Check out SUNCOKE ENERGY Backtesting, SUNCOKE ENERGY Valuation, SUNCOKE ENERGY Correlation, SUNCOKE ENERGY Hype Analysis, SUNCOKE ENERGY Volatility, SUNCOKE ENERGY History and analyze SUNCOKE ENERGY Performance. For information on how to trade SUNCOKE Stock refer to our How to Trade SUNCOKE Stock guide.You can also try the Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.
SUNCOKE ENERGY 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.