Sparinvest Mellemlange (Denmark) Alpha and Beta Analysis
| SPIMLOKLA | DKK 101.70 0.05 0.05% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sparinvest Mellemlange. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sparinvest Mellemlange over a specified time horizon. Remember, high Sparinvest Mellemlange'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 Sparinvest Mellemlange's market risk premium analysis include:
Beta (0.02) | Alpha 0.0197 | Risk 0.17 | Sharpe Ratio 0.16 | Expected Return 0.0267 |
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.
Sparinvest |
Sparinvest Mellemlange Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sparinvest Mellemlange market risk premium is the additional return an investor will receive from holding Sparinvest Mellemlange 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 Sparinvest Mellemlange. 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 Sparinvest Mellemlange's performance over market.| α | 0.02 | β | -0.02 |
Sparinvest Mellemlange 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 Sparinvest Mellemlange's Buy-and-hold return. Our buy-and-hold chart shows how Sparinvest Mellemlange performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Sparinvest Mellemlange Market Price Analysis
Market price analysis indicators help investors to evaluate how Sparinvest Mellemlange fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Sparinvest Mellemlange shares will generate the highest return on investment. By understating and applying Sparinvest Mellemlange fund market price indicators, traders can identify Sparinvest Mellemlange position entry and exit signals to maximize returns.
Sparinvest Mellemlange Return and Market Media
The median price of Sparinvest Mellemlange for the period between Thu, Aug 29, 2024 and Wed, Nov 27, 2024 is 101.05 with a coefficient of variation of 0.45. The daily time series for the period is distributed with a sample standard deviation of 0.45, arithmetic mean of 100.96, and mean deviation of 0.35. The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Sparinvest Mellemlange 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 Sparinvest or other funds. Alpha measures the amount that position in Sparinvest Mellemlange 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 Sparinvest Mellemlange 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, Sparinvest Mellemlange's short interest history, or implied volatility extrapolated from Sparinvest Mellemlange options trading.
Build Portfolio with Sparinvest Mellemlange
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 Sparinvest Fund
Sparinvest Mellemlange financial ratios help investors to determine whether Sparinvest Fund 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 Sparinvest with respect to the benefits of owning Sparinvest Mellemlange security.
| Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum | |
| Odds Of Bankruptcy Get analysis of equity chance of financial distress in the next 2 years |