Zwipe AS (Sweden) Alpha and Beta Analysis
| ZWIPE Stock | 0.18 0.01 5.26% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Zwipe AS. It also helps investors analyze the systematic and unsystematic risks associated with investing in Zwipe AS over a specified time horizon. Remember, high Zwipe AS'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 Zwipe AS's market risk premium analysis include:
Beta (1.70) | Alpha (0.53) | Risk 11.07 | Sharpe Ratio (0.07) | Expected Return (0.77) |
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.
Zwipe |
Zwipe AS Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Zwipe AS market risk premium is the additional return an investor will receive from holding Zwipe AS 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 Zwipe AS. 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 Zwipe AS's performance over market.| α | -0.53 | β | -1.7 |
Zwipe AS Return and Market Media
The median price of Zwipe AS for the period between Thu, Aug 29, 2024 and Wed, Nov 27, 2024 is 0.34 with a coefficient of variation of 28.88. The daily time series for the period is distributed with a sample standard deviation of 0.1, arithmetic mean of 0.33, and mean deviation of 0.07. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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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 Zwipe AS 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, Zwipe AS's short interest history, or implied volatility extrapolated from Zwipe AS options trading.
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Additional Tools for Zwipe Stock Analysis
When running Zwipe AS's price analysis, check to measure Zwipe AS'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 Zwipe AS is operating at the current time. Most of Zwipe AS's value examination focuses on studying past and present price action to predict the probability of Zwipe AS's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Zwipe AS's price. Additionally, you may evaluate how the addition of Zwipe AS to your portfolios can decrease your overall portfolio volatility.