SHISEIDO ADR (Germany) Alpha and Beta Analysis
| SHDA Stock | EUR 16.90 0.70 3.98% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SHISEIDO ADR. It also helps investors analyze the systematic and unsystematic risks associated with investing in SHISEIDO ADR over a specified time horizon. Remember, high SHISEIDO ADR'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 SHISEIDO ADR's market risk premium analysis include:
Beta (0.23) | Alpha 0.6 | Risk 2.54 | Sharpe Ratio 0.26 | Expected Return 0.67 |
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.
SHISEIDO ADR |
SHISEIDO ADR Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SHISEIDO ADR market risk premium is the additional return an investor will receive from holding SHISEIDO ADR 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 SHISEIDO ADR. 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 SHISEIDO ADR's performance over market.| α | 0.60 | β | -0.23 |
SHISEIDO ADR 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 SHISEIDO ADR's Buy-and-hold return. Our buy-and-hold chart shows how SHISEIDO ADR performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.SHISEIDO ADR Market Price Analysis
Market price analysis indicators help investors to evaluate how SHISEIDO ADR stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading SHISEIDO ADR shares will generate the highest return on investment. By understating and applying SHISEIDO ADR stock market price indicators, traders can identify SHISEIDO ADR position entry and exit signals to maximize returns.
SHISEIDO ADR Return and Market Media
The median price of SHISEIDO ADR for the period between Thu, Nov 20, 2025 and Wed, Feb 18, 2026 is 12.8 with a coefficient of variation of 10.66. The daily time series for the period is distributed with a sample standard deviation of 1.41, arithmetic mean of 13.23, and mean deviation of 1.15. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Goldman Sachs upgrades Shiseido stock to Buy on valuation after recent dip - Investing.com | 12/10/2025 |
2 | Shiseido --- Rebounded sharply, with both actual results and forecasts exceeding consensus expectations. - | 02/11/2026 |
About SHISEIDO ADR 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 SHISEIDO ADR or other stocks. Alpha measures the amount that position in SHISEIDO ADR 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 SHISEIDO ADR 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, SHISEIDO ADR's short interest history, or implied volatility extrapolated from SHISEIDO ADR options trading.
Build Portfolio with SHISEIDO ADR
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 SHISEIDO ADR Stock
SHISEIDO ADR financial ratios help investors to determine whether SHISEIDO ADR 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 SHISEIDO ADR with respect to the benefits of owning SHISEIDO ADR security.