Warteck Invest (Switzerland) Alpha and Beta Analysis
| WARN Stock | CHF 1,750 15.00 0.85% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Warteck Invest. It also helps investors analyze the systematic and unsystematic risks associated with investing in Warteck Invest over a specified time horizon. Remember, high Warteck Invest'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 Warteck Invest's market risk premium analysis include:
Beta (0.08) | Alpha 0.0578 | Risk 0.54 | Sharpe Ratio 0.0973 | Expected Return 0.0521 |
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.
Warteck |
Warteck Invest Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Warteck Invest market risk premium is the additional return an investor will receive from holding Warteck Invest 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 Warteck Invest. 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 Warteck Invest's performance over market.| α | 0.06 | β | -0.08 |
Warteck Invest 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 Warteck Invest's Buy-and-hold return. Our buy-and-hold chart shows how Warteck Invest performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Warteck Invest Market Price Analysis
Market price analysis indicators help investors to evaluate how Warteck Invest stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Warteck Invest shares will generate the highest return on investment. By understating and applying Warteck Invest stock market price indicators, traders can identify Warteck Invest position entry and exit signals to maximize returns.
Warteck Invest Return and Market Media
The median price of Warteck Invest for the period between Thu, Aug 29, 2024 and Wed, Nov 27, 2024 is 1730.0 with a coefficient of variation of 1.44. The daily time series for the period is distributed with a sample standard deviation of 24.79, arithmetic mean of 1726.52, and mean deviation of 21.94. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Warteck Invest 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 Warteck or other stocks. Alpha measures the amount that position in Warteck Invest 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 Warteck Invest 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, Warteck Invest's short interest history, or implied volatility extrapolated from Warteck Invest options trading.
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Additional Tools for Warteck Stock Analysis
When running Warteck Invest's price analysis, check to measure Warteck Invest'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 Warteck Invest is operating at the current time. Most of Warteck Invest's value examination focuses on studying past and present price action to predict the probability of Warteck Invest's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Warteck Invest's price. Additionally, you may evaluate how the addition of Warteck Invest to your portfolios can decrease your overall portfolio volatility.