Nasdaq Test Stock Stock Alpha and Beta Analysis
| ZXZZT Stock | USD 8.05 0.05 0.63% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as NASDAQ TEST STOCK. It also helps investors analyze the systematic and unsystematic risks associated with investing in NASDAQ TEST over a specified time horizon. Remember, high NASDAQ TEST'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 NASDAQ TEST's market risk premium analysis include:
Beta (0.19) | Alpha 0.68 | Risk 17.34 | Sharpe Ratio 0.0652 | Expected Return 1.13 |
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.
NASDAQ |
NASDAQ TEST Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. NASDAQ TEST market risk premium is the additional return an investor will receive from holding NASDAQ TEST 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 NASDAQ TEST. 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 NASDAQ TEST's performance over market.| α | 0.68 | β | -0.19 |
NASDAQ TEST 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 NASDAQ TEST's Buy-and-hold return. Our buy-and-hold chart shows how NASDAQ TEST performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.NASDAQ TEST Market Price Analysis
Market price analysis indicators help investors to evaluate how NASDAQ TEST stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading NASDAQ TEST shares will generate the highest return on investment. By understating and applying NASDAQ TEST stock market price indicators, traders can identify NASDAQ TEST position entry and exit signals to maximize returns.
NASDAQ TEST Return and Market Media
The median price of NASDAQ TEST for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 12.11 with a coefficient of variation of 22.47. The daily time series for the period is distributed with a sample standard deviation of 2.58, arithmetic mean of 11.5, and mean deviation of 1.71. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Aehr Test Systems Stock Rating Upgraded by StockNews.com - MarketBeat | 09/27/2024 |
2 | Stock Market Rallies After Key Test Nvidia, Target, Google, Bitcoin In Focus Weekly Review - Investors Business Daily | 11/22/2024 |
About NASDAQ TEST 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 NASDAQ or other stocks. Alpha measures the amount that position in NASDAQ TEST STOCK 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 NASDAQ TEST 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, NASDAQ TEST's short interest history, or implied volatility extrapolated from NASDAQ TEST options trading.
Build Portfolio with NASDAQ TEST
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
Additional Tools for NASDAQ Stock Analysis
When running NASDAQ TEST's price analysis, check to measure NASDAQ TEST'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 NASDAQ TEST is operating at the current time. Most of NASDAQ TEST's value examination focuses on studying past and present price action to predict the probability of NASDAQ TEST's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move NASDAQ TEST's price. Additionally, you may evaluate how the addition of NASDAQ TEST to your portfolios can decrease your overall portfolio volatility.