Standard Bank (South Africa) Alpha and Beta Analysis
| SBAOIL Etf | 1,188 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 Standard Bank WTI. It also helps investors analyze the systematic and unsystematic risks associated with investing in Standard Bank over a specified time horizon. Remember, high Standard Bank'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 Standard Bank'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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Standard Bank Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Standard Bank market risk premium is the additional return an investor will receive from holding Standard Bank 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 Standard Bank. 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 Standard Bank's performance over market.| α | 0.00 | β | 0.00 |
Standard Bank 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 Standard Bank's Buy-and-hold return. Our buy-and-hold chart shows how Standard Bank performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Standard Bank Market Price Analysis
Market price analysis indicators help investors to evaluate how Standard Bank etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Standard Bank shares will generate the highest return on investment. By understating and applying Standard Bank etf market price indicators, traders can identify Standard Bank position entry and exit signals to maximize returns.
Standard Bank Return and Market Media
The median price of Standard Bank for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 1188.0 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 1188.0, and mean deviation of 0.0. The Etf did not receive any noticable media coverage during the period. Price Growth (%) |
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About Standard Bank 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 Standard or other etfs. Alpha measures the amount that position in Standard Bank WTI 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 Standard Bank 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, Standard Bank's short interest history, or implied volatility extrapolated from Standard Bank options trading.
Build Portfolio with Standard Bank
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
Other Information on Investing in Standard Etf
Standard Bank financial ratios help investors to determine whether Standard Etf 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 Standard with respect to the benefits of owning Standard Bank security.