Sivers IMA (Sweden) Alpha and Beta Analysis

SIVE Stock  SEK 2.24  0.31  16.06%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sivers IMA Holding. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sivers IMA over a specified time horizon. Remember, high Sivers IMA'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 Sivers IMA's market risk premium analysis include:
Beta
(0.76)
Alpha
(1.33)
Risk
6.59
Sharpe Ratio
(0.19)
Expected Return
(1.23)
Please note that although Sivers IMA alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Sivers IMA did 1.33  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Sivers IMA Holding stock's relative risk over its benchmark. Sivers IMA Holding has a beta of 0.76  . As returns on the market increase, returns on owning Sivers IMA are expected to decrease at a much lower rate. During the bear market, Sivers IMA is likely to outperform the market. .
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.
  
Check out Sivers IMA Backtesting, Sivers IMA Valuation, Sivers IMA Correlation, Sivers IMA Hype Analysis, Sivers IMA Volatility, Sivers IMA History and analyze Sivers IMA Performance.

Sivers IMA Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sivers IMA market risk premium is the additional return an investor will receive from holding Sivers IMA 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 Sivers IMA. 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 Sivers IMA's performance over market.
α-1.33   β-0.76

Sivers IMA 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 Sivers IMA's Buy-and-hold return. Our buy-and-hold chart shows how Sivers IMA performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Sivers IMA Market Price Analysis

Market price analysis indicators help investors to evaluate how Sivers IMA stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Sivers IMA shares will generate the highest return on investment. By understating and applying Sivers IMA stock market price indicators, traders can identify Sivers IMA position entry and exit signals to maximize returns.

Sivers IMA Return and Market Media

The median price of Sivers IMA for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 3.99 with a coefficient of variation of 25.9. The daily time series for the period is distributed with a sample standard deviation of 1.06, arithmetic mean of 4.1, and mean deviation of 0.79. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Sivers IMA 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 Sivers or other stocks. Alpha measures the amount that position in Sivers IMA Holding 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 Sivers IMA 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, Sivers IMA's short interest history, or implied volatility extrapolated from Sivers IMA options trading.

Build Portfolio with Sivers IMA

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.

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations

Additional Tools for Sivers Stock Analysis

When running Sivers IMA's price analysis, check to measure Sivers IMA'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 Sivers IMA is operating at the current time. Most of Sivers IMA's value examination focuses on studying past and present price action to predict the probability of Sivers IMA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sivers IMA's price. Additionally, you may evaluate how the addition of Sivers IMA to your portfolios can decrease your overall portfolio volatility.