Sodexo Pk Stock Alpha and Beta Analysis
| SDXAY Stock | USD 14.28 0.12 0.83% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sodexo PK. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sodexo PK over a specified time horizon. Remember, high Sodexo PK'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 Sodexo PK's market risk premium analysis include:
Beta 0.11 | Alpha (0.21) | Risk 1.84 | Sharpe Ratio (0.11) | Expected Return (0.21) |
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.
Sodexo |
Sodexo PK Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sodexo PK market risk premium is the additional return an investor will receive from holding Sodexo PK 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 Sodexo PK. 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 Sodexo PK's performance over market.| α | -0.21 | β | 0.11 |
Sodexo PK 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 Sodexo PK's Buy-and-hold return. Our buy-and-hold chart shows how Sodexo PK performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Sodexo PK Market Price Analysis
Market price analysis indicators help investors to evaluate how Sodexo PK pink sheet reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Sodexo PK shares will generate the highest return on investment. By understating and applying Sodexo PK pink sheet market price indicators, traders can identify Sodexo PK position entry and exit signals to maximize returns.
Sodexo PK Return and Market Media
The median price of Sodexo PK for the period between Wed, Oct 23, 2024 and Tue, Jan 21, 2025 is 16.7 with a coefficient of variation of 5.13. The daily time series for the period is distributed with a sample standard deviation of 0.85, arithmetic mean of 16.63, and mean deviation of 0.64. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Sodexo PK 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 Sodexo or other pink sheets. Alpha measures the amount that position in Sodexo PK 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 Sodexo PK 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, Sodexo PK's short interest history, or implied volatility extrapolated from Sodexo PK options trading.
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Additional Tools for Sodexo Pink Sheet Analysis
When running Sodexo PK's price analysis, check to measure Sodexo PK's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Sodexo PK is operating at the current time. Most of Sodexo PK's value examination focuses on studying past and present price action to predict the probability of Sodexo PK's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sodexo PK's price. Additionally, you may evaluate how the addition of Sodexo PK to your portfolios can decrease your overall portfolio volatility.