MICROSOFT P 53 Alpha and Beta Analysis
| 594918AM6 | 106.15 5.69 5.09% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as MICROSOFT P 53. It also helps investors analyze the systematic and unsystematic risks associated with investing in 594918AM6 over a specified time horizon. Remember, high 594918AM6'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 594918AM6's market risk premium analysis include:
Beta (0.52) | Alpha (0.08) | Risk 1.14 | Sharpe Ratio (0.14) | Expected Return (0.16) |
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.
594918AM6 |
594918AM6 Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. 594918AM6 market risk premium is the additional return an investor will receive from holding 594918AM6 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 594918AM6. 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 594918AM6's performance over market.| α | -0.08 | β | -0.52 |
594918AM6 Market Price Analysis
Market price analysis indicators help investors to evaluate how 594918AM6 bond reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading 594918AM6 shares will generate the highest return on investment. By understating and applying 594918AM6 bond market price indicators, traders can identify 594918AM6 position entry and exit signals to maximize returns.
594918AM6 Return and Market Media
The median price of 594918AM6 for the period between Fri, Aug 23, 2024 and Thu, Nov 21, 2024 is 113.66 with a coefficient of variation of 3.25. The daily time series for the period is distributed with a sample standard deviation of 3.68, arithmetic mean of 113.25, and mean deviation of 2.95. The Bond did not receive any noticable media coverage during the period. Price Growth (%) |
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About 594918AM6 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 594918AM6 or other bonds. Alpha measures the amount that position in MICROSOFT P 53 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 594918AM6 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, 594918AM6's short interest history, or implied volatility extrapolated from 594918AM6 options trading.
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Other Information on Investing in 594918AM6 Bond
594918AM6 financial ratios help investors to determine whether 594918AM6 Bond 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 594918AM6 with respect to the benefits of owning 594918AM6 security.