Saudi American Holdings Stock Alpha and Beta Analysis
| SAHN Stock | USD 0.0001 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Saudi American Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Saudi American over a specified time horizon. Remember, high Saudi American'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 Saudi American's market risk premium analysis include:
Beta 0.0 | Alpha 0.0 | Risk 0.0 | Sharpe Ratio 0.0 | Expected Return 0.0 |
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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Saudi American Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Saudi American market risk premium is the additional return an investor will receive from holding Saudi American 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 Saudi American. 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 Saudi American's performance over market.| α | 0.00 | β | 0.00 |
Saudi American 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 Saudi American's Buy-and-hold return. Our buy-and-hold chart shows how Saudi American performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Saudi American Market Price Analysis
Market price analysis indicators help investors to evaluate how Saudi American stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Saudi American shares will generate the highest return on investment. By understating and applying Saudi American stock market price indicators, traders can identify Saudi American position entry and exit signals to maximize returns.
Saudi American Return and Market Media
The median price of Saudi American for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 1.0E-4 with a coefficient of variation of 0.0. The daily time series for the period is distributed with a sample standard deviation of 0.0, arithmetic mean of 0.0, and mean deviation of 0.0. The Stock received some media coverage during the period.About Saudi American 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 Saudi or other stocks. Alpha measures the amount that position in Saudi American Holdings 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 Saudi American 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, Saudi American's short interest history, or implied volatility extrapolated from Saudi American options trading.
Build Portfolio with Saudi American
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
Check out Saudi American Backtesting, Saudi American Valuation, Saudi American Correlation, Saudi American Hype Analysis, Saudi American Volatility, Saudi American History and analyze Saudi American Performance. 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.
Saudi American 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.