XMReality (Sweden) Alpha and Beta Analysis
| XMR Stock | SEK 0.02 0 7.50% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as XMReality AB. It also helps investors analyze the systematic and unsystematic risks associated with investing in XMReality over a specified time horizon. Remember, high XMReality'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 XMReality's market risk premium analysis include:
Beta 2.75 | Alpha (0.81) | Risk 11.19 | Sharpe Ratio (0.08) | Expected Return (0.94) |
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.
XMReality |
XMReality Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. XMReality market risk premium is the additional return an investor will receive from holding XMReality 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 XMReality. 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 XMReality's performance over market.| α | -0.81 | β | 2.75 |
XMReality 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 XMReality's Buy-and-hold return. Our buy-and-hold chart shows how XMReality performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.XMReality Market Price Analysis
Market price analysis indicators help investors to evaluate how XMReality stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading XMReality shares will generate the highest return on investment. By understating and applying XMReality stock market price indicators, traders can identify XMReality position entry and exit signals to maximize returns.
XMReality Return and Market Media
The median price of XMReality for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 0.0275 with a coefficient of variation of 31.85. The daily time series for the period is distributed with a sample standard deviation of 0.01, arithmetic mean of 0.03, and mean deviation of 0.01. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About XMReality 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 XMReality or other stocks. Alpha measures the amount that position in XMReality AB 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 XMReality 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, XMReality's short interest history, or implied volatility extrapolated from XMReality options trading.
Build Portfolio with XMReality
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
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Additional Tools for XMReality Stock Analysis
When running XMReality's price analysis, check to measure XMReality'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 XMReality is operating at the current time. Most of XMReality's value examination focuses on studying past and present price action to predict the probability of XMReality's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move XMReality's price. Additionally, you may evaluate how the addition of XMReality to your portfolios can decrease your overall portfolio volatility.