AB Volvo (UK) Alpha and Beta Analysis
| 0HTP Stock | 279.95 3.45 1.22% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as AB Volvo. It also helps investors analyze the systematic and unsystematic risks associated with investing in AB Volvo over a specified time horizon. Remember, high AB Volvo'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 AB Volvo's market risk premium analysis include:
Beta 0.19 | Alpha 0.21 | Risk 1.46 | Sharpe Ratio 0.14 | Expected Return 0.21 |
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.
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AB Volvo Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. AB Volvo market risk premium is the additional return an investor will receive from holding AB Volvo 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 AB Volvo. 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 AB Volvo's performance over market.| α | 0.21 | β | 0.19 |
AB Volvo 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 AB Volvo's Buy-and-hold return. Our buy-and-hold chart shows how AB Volvo performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.AB Volvo Market Price Analysis
Market price analysis indicators help investors to evaluate how AB Volvo stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading AB Volvo shares will generate the highest return on investment. By understating and applying AB Volvo stock market price indicators, traders can identify AB Volvo position entry and exit signals to maximize returns.
AB Volvo Return and Market Media
The median price of AB Volvo for the period between Sun, Feb 4, 2024 and Sat, May 4, 2024 is 283.4 with a coefficient of variation of 6.17. The daily time series for the period is distributed with a sample standard deviation of 17.28, arithmetic mean of 280.14, and mean deviation of 13.7. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About AB Volvo 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 0HTP or other stocks. Alpha measures the amount that position in AB Volvo 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 AB Volvo 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, AB Volvo's short interest history, or implied volatility extrapolated from AB Volvo options trading.
Build Portfolio with AB Volvo
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
Check out AB Volvo Backtesting, AB Volvo Valuation, AB Volvo Correlation, AB Volvo Hype Analysis, AB Volvo Volatility, AB Volvo History and analyze AB Volvo Performance. You can also try the Transaction History module to view history of all your transactions and understand their impact on performance.
Complementary Tools for 0HTP Stock analysis
When running AB Volvo's price analysis, check to measure AB Volvo'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 AB Volvo is operating at the current time. Most of AB Volvo's value examination focuses on studying past and present price action to predict the probability of AB Volvo's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AB Volvo's price. Additionally, you may evaluate how the addition of AB Volvo to your portfolios can decrease your overall portfolio volatility.
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AB Volvo technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.