Vodafone Group Plc Stock Alpha and Beta Analysis
| VODPF Stock | USD 0.87 0.01 1.16% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Vodafone Group PLC. It also helps investors analyze the systematic and unsystematic risks associated with investing in Vodafone Group over a specified time horizon. Remember, high Vodafone Group'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 Vodafone Group's market risk premium analysis include:
Beta (0.12) | Alpha (0.11) | Risk 3.48 | Sharpe Ratio (0.03) | Expected Return (0.11) |
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.
Vodafone |
Vodafone Group Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Vodafone Group market risk premium is the additional return an investor will receive from holding Vodafone Group 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 Vodafone Group. 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 Vodafone Group's performance over market.| α | -0.11 | β | -0.12 |
Vodafone Group 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 Vodafone Group's Buy-and-hold return. Our buy-and-hold chart shows how Vodafone Group performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Vodafone Group Market Price Analysis
Market price analysis indicators help investors to evaluate how Vodafone Group pink sheet reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Vodafone Group shares will generate the highest return on investment. By understating and applying Vodafone Group pink sheet market price indicators, traders can identify Vodafone Group position entry and exit signals to maximize returns.
Vodafone Group Return and Market Media
The median price of Vodafone Group for the period between Sun, Aug 25, 2024 and Sat, Nov 23, 2024 is 0.97 with a coefficient of variation of 9.56. The daily time series for the period is distributed with a sample standard deviation of 0.09, arithmetic mean of 0.98, and mean deviation of 0.06. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Vodafone Group 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 Vodafone or other pink sheets. Alpha measures the amount that position in Vodafone Group PLC 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 Vodafone Group 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, Vodafone Group's short interest history, or implied volatility extrapolated from Vodafone Group options trading.
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Additional Information and Resources on Investing in Vodafone Pink Sheet
When determining whether Vodafone Group PLC is a strong investment it is important to analyze Vodafone Group's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Vodafone Group's future performance. For an informed investment choice regarding Vodafone Pink Sheet, refer to the following important reports:Check out Vodafone Group Backtesting, Vodafone Group Valuation, Vodafone Group Correlation, Vodafone Group Hype Analysis, Vodafone Group Volatility, Vodafone Group History and analyze Vodafone Group Performance. You can also try the Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
Vodafone Group technical pink sheet analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, pink sheet market cycles, or different charting patterns.