AGRANA Beteiligungs (Austria) Alpha and Beta Analysis
| AGR Stock | EUR 13.40 0.15 1.11% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as AGRANA Beteiligungs Aktiengesellschaft. It also helps investors analyze the systematic and unsystematic risks associated with investing in AGRANA Beteiligungs over a specified time horizon. Remember, high AGRANA Beteiligungs' 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 AGRANA Beteiligungs' market risk premium analysis include:
Beta (0.01) | Alpha (0.05) | Risk 1.14 | Sharpe Ratio (0.05) | Expected Return (0.05) |
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.
AGRANA |
AGRANA Beteiligungs Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. AGRANA Beteiligungs market risk premium is the additional return an investor will receive from holding AGRANA Beteiligungs 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 AGRANA Beteiligungs. 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 AGRANA Beteiligungs' performance over market.| α | -0.05 | β | -0.01 |
AGRANA Beteiligungs 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 AGRANA Beteiligungs' Buy-and-hold return. Our buy-and-hold chart shows how AGRANA Beteiligungs performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.AGRANA Beteiligungs Market Price Analysis
Market price analysis indicators help investors to evaluate how AGRANA Beteiligungs stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading AGRANA Beteiligungs shares will generate the highest return on investment. By understating and applying AGRANA Beteiligungs stock market price indicators, traders can identify AGRANA Beteiligungs position entry and exit signals to maximize returns.
AGRANA Beteiligungs Return and Market Media
The median price of AGRANA Beteiligungs for the period between Wed, Jan 31, 2024 and Tue, Apr 30, 2024 is 13.5 with a coefficient of variation of 1.72. The daily time series for the period is distributed with a sample standard deviation of 0.23, arithmetic mean of 13.53, and mean deviation of 0.18. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About AGRANA Beteiligungs 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 AGRANA or other stocks. Alpha measures the amount that position in AGRANA Beteiligungs 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 AGRANA Beteiligungs 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, AGRANA Beteiligungs' short interest history, or implied volatility extrapolated from AGRANA Beteiligungs options trading.
Build Portfolio with AGRANA Beteiligungs
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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Check out AGRANA Beteiligungs Backtesting, AGRANA Beteiligungs Valuation, AGRANA Beteiligungs Correlation, AGRANA Beteiligungs Hype Analysis, AGRANA Beteiligungs Volatility, AGRANA Beteiligungs History and analyze AGRANA Beteiligungs Performance. You can also try the Theme Ratings module to determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Complementary Tools for AGRANA Stock analysis
When running AGRANA Beteiligungs' price analysis, check to measure AGRANA Beteiligungs' 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 AGRANA Beteiligungs is operating at the current time. Most of AGRANA Beteiligungs' value examination focuses on studying past and present price action to predict the probability of AGRANA Beteiligungs' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AGRANA Beteiligungs' price. Additionally, you may evaluate how the addition of AGRANA Beteiligungs to your portfolios can decrease your overall portfolio volatility.
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AGRANA Beteiligungs 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.