Woolworths Group (Germany) Alpha and Beta Analysis
| WWR Stock | EUR 18.30 0.10 0.54% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Woolworths Group Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in Woolworths Group over a specified time horizon. Remember, high Woolworths 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 Woolworths Group's market risk premium analysis include:
Beta 0.0425 | Alpha (0.20) | Risk 1.51 | Sharpe Ratio (0.12) | Expected Return (0.19) |
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.
Woolworths |
Woolworths Group Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Woolworths Group market risk premium is the additional return an investor will receive from holding Woolworths 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 Woolworths 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 Woolworths Group's performance over market.| α | -0.2 | β | 0.04 |
Woolworths 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 Woolworths Group's Buy-and-hold return. Our buy-and-hold chart shows how Woolworths Group performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Woolworths Group Market Price Analysis
Market price analysis indicators help investors to evaluate how Woolworths Group stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Woolworths Group shares will generate the highest return on investment. By understating and applying Woolworths Group stock market price indicators, traders can identify Woolworths Group position entry and exit signals to maximize returns.
Woolworths Group Return and Market Media
The median price of Woolworths Group for the period between Mon, Aug 26, 2024 and Sun, Nov 24, 2024 is 20.2 with a coefficient of variation of 5.76. The daily time series for the period is distributed with a sample standard deviation of 1.14, arithmetic mean of 19.88, and mean deviation of 0.93. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Woolworths 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 Woolworths or other stocks. Alpha measures the amount that position in Woolworths Group 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 Woolworths 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, Woolworths Group's short interest history, or implied volatility extrapolated from Woolworths Group options trading.
Build Portfolio with Woolworths Group
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 Woolworths Stock
Woolworths Group financial ratios help investors to determine whether Woolworths Stock 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 Woolworths with respect to the benefits of owning Woolworths Group security.