Skel Fjrfestingaflag (Iceland) Alpha and Beta Analysis
| SKEL Stock | ISK 16.50 0.35 2.17% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Skel fjrfestingaflag hf. It also helps investors analyze the systematic and unsystematic risks associated with investing in Skel Fjrfestingaflag over a specified time horizon. Remember, high Skel Fjrfestingaflag'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 Skel Fjrfestingaflag's market risk premium analysis include:
Beta 0.3 | Alpha (0.04) | Risk 1.56 | Sharpe Ratio 0.0257 | Expected Return 0.0402 |
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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Skel Fjrfestingaflag Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Skel Fjrfestingaflag market risk premium is the additional return an investor will receive from holding Skel Fjrfestingaflag 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 Skel Fjrfestingaflag. 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 Skel Fjrfestingaflag's performance over market.| α | -0.04 | β | 0.30 |
Skel Fjrfestingaflag 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 Skel Fjrfestingaflag's Buy-and-hold return. Our buy-and-hold chart shows how Skel Fjrfestingaflag performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Skel Fjrfestingaflag Market Price Analysis
Market price analysis indicators help investors to evaluate how Skel Fjrfestingaflag stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Skel Fjrfestingaflag shares will generate the highest return on investment. By understating and applying Skel Fjrfestingaflag stock market price indicators, traders can identify Skel Fjrfestingaflag position entry and exit signals to maximize returns.
Skel Fjrfestingaflag Return and Market Media
The median price of Skel Fjrfestingaflag for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 17.4 with a coefficient of variation of 4.4. The daily time series for the period is distributed with a sample standard deviation of 0.76, arithmetic mean of 17.38, and mean deviation of 0.6. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Skel Fjrfestingaflag 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 Skel or other stocks. Alpha measures the amount that position in Skel fjrfestingaflag 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 Skel Fjrfestingaflag 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, Skel Fjrfestingaflag's short interest history, or implied volatility extrapolated from Skel Fjrfestingaflag options trading.
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Other Information on Investing in Skel Stock
Skel Fjrfestingaflag financial ratios help investors to determine whether Skel 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 Skel with respect to the benefits of owning Skel Fjrfestingaflag security.