Soder Sportfiske (Sweden) Alpha and Beta Analysis
| SODER Stock | 26.00 0.20 0.76% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Soder Sportfiske AB. It also helps investors analyze the systematic and unsystematic risks associated with investing in Soder Sportfiske over a specified time horizon. Remember, high Soder Sportfiske'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 Soder Sportfiske's market risk premium analysis include:
Beta (1.19) | Alpha 0.0691 | Risk 3.56 | Sharpe Ratio (0) | Expected Return (0.01) |
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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Soder Sportfiske Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Soder Sportfiske market risk premium is the additional return an investor will receive from holding Soder Sportfiske 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 Soder Sportfiske. 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 Soder Sportfiske's performance over market.| α | 0.07 | β | -1.19 |
Soder Sportfiske 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 Soder Sportfiske's Buy-and-hold return. Our buy-and-hold chart shows how Soder Sportfiske performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Soder Sportfiske Market Price Analysis
Market price analysis indicators help investors to evaluate how Soder Sportfiske stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Soder Sportfiske shares will generate the highest return on investment. By understating and applying Soder Sportfiske stock market price indicators, traders can identify Soder Sportfiske position entry and exit signals to maximize returns.
Soder Sportfiske Return and Market Media
The median price of Soder Sportfiske for the period between Sun, Aug 25, 2024 and Sat, Nov 23, 2024 is 26.8 with a coefficient of variation of 3.44. The daily time series for the period is distributed with a sample standard deviation of 0.93, arithmetic mean of 26.97, and mean deviation of 0.71. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Soder Sportfiske 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 Soder or other stocks. Alpha measures the amount that position in Soder Sportfiske 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 Soder Sportfiske 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, Soder Sportfiske's short interest history, or implied volatility extrapolated from Soder Sportfiske options trading.
Build Portfolio with Soder Sportfiske
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Additional Tools for Soder Stock Analysis
When running Soder Sportfiske's price analysis, check to measure Soder Sportfiske'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 Soder Sportfiske is operating at the current time. Most of Soder Sportfiske's value examination focuses on studying past and present price action to predict the probability of Soder Sportfiske's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Soder Sportfiske's price. Additionally, you may evaluate how the addition of Soder Sportfiske to your portfolios can decrease your overall portfolio volatility.