Substrate (Spain) Alpha and Beta Analysis
| SAI Stock | 0.07 0 1.84% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Substrate AI SA. It also helps investors analyze the systematic and unsystematic risks associated with investing in Substrate over a specified time horizon. Remember, high Substrate'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 Substrate's market risk premium analysis include:
Beta (0.09) | Alpha 0.19 | Risk 8.15 | Sharpe Ratio 0.0179 | Expected Return 0.15 |
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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Substrate Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Substrate market risk premium is the additional return an investor will receive from holding Substrate 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 Substrate. 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 Substrate's performance over market.| α | 0.19 | β | -0.09 |
Substrate 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 Substrate's Buy-and-hold return. Our buy-and-hold chart shows how Substrate performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Substrate Market Price Analysis
Market price analysis indicators help investors to evaluate how Substrate stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Substrate shares will generate the highest return on investment. By understating and applying Substrate stock market price indicators, traders can identify Substrate position entry and exit signals to maximize returns.
Substrate Return and Market Media
The median price of Substrate for the period between Thu, Oct 2, 2025 and Wed, Dec 31, 2025 is 0.082 with a coefficient of variation of 10.27. The daily time series for the period is distributed with a sample standard deviation of 0.01, arithmetic mean of 0.08, and mean deviation of 0.01. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Substrate 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 Substrate or other stocks. Alpha measures the amount that position in Substrate AI SA 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 Substrate 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, Substrate's short interest history, or implied volatility extrapolated from Substrate options trading.
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Other Information on Investing in Substrate Stock
Substrate financial ratios help investors to determine whether Substrate 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 Substrate with respect to the benefits of owning Substrate security.