BELSHIPS SKIBS (Germany) Alpha and Beta Analysis
| NS6 Stock | EUR 2.22 0.04 1.83% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as BELSHIPS SKIBS. It also helps investors analyze the systematic and unsystematic risks associated with investing in BELSHIPS SKIBS over a specified time horizon. Remember, high BELSHIPS SKIBS'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 BELSHIPS SKIBS's market risk premium analysis include:
Beta 0.37 | Alpha 0.86 | Risk 5.06 | Sharpe Ratio 0.2 | Expected Return 1.03 |
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.
BELSHIPS |
BELSHIPS SKIBS Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. BELSHIPS SKIBS market risk premium is the additional return an investor will receive from holding BELSHIPS SKIBS 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 BELSHIPS SKIBS. 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 BELSHIPS SKIBS's performance over market.| α | 0.86 | β | 0.37 |
BELSHIPS SKIBS 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 BELSHIPS SKIBS's Buy-and-hold return. Our buy-and-hold chart shows how BELSHIPS SKIBS performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.BELSHIPS SKIBS Market Price Analysis
Market price analysis indicators help investors to evaluate how BELSHIPS SKIBS stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading BELSHIPS SKIBS shares will generate the highest return on investment. By understating and applying BELSHIPS SKIBS stock market price indicators, traders can identify BELSHIPS SKIBS position entry and exit signals to maximize returns.
BELSHIPS SKIBS Return and Market Media
The median price of BELSHIPS SKIBS for the period between Thu, Feb 15, 2024 and Wed, May 15, 2024 is 1.82 with a coefficient of variation of 13.12. The daily time series for the period is distributed with a sample standard deviation of 0.24, arithmetic mean of 1.79, and mean deviation of 0.16. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About BELSHIPS SKIBS 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 BELSHIPS or other stocks. Alpha measures the amount that position in BELSHIPS SKIBS 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 BELSHIPS SKIBS 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, BELSHIPS SKIBS's short interest history, or implied volatility extrapolated from BELSHIPS SKIBS options trading.
Build Portfolio with BELSHIPS SKIBS
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 BELSHIPS SKIBS Backtesting, BELSHIPS SKIBS Valuation, BELSHIPS SKIBS Correlation, BELSHIPS SKIBS Hype Analysis, BELSHIPS SKIBS Volatility, BELSHIPS SKIBS History and analyze BELSHIPS SKIBS Performance. Note that the BELSHIPS SKIBS information on this page should be used as a complementary analysis to other BELSHIPS SKIBS's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Cryptocurrency Center module to build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency.
Complementary Tools for BELSHIPS Stock analysis
When running BELSHIPS SKIBS's price analysis, check to measure BELSHIPS SKIBS'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 BELSHIPS SKIBS is operating at the current time. Most of BELSHIPS SKIBS's value examination focuses on studying past and present price action to predict the probability of BELSHIPS SKIBS's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BELSHIPS SKIBS's price. Additionally, you may evaluate how the addition of BELSHIPS SKIBS to your portfolios can decrease your overall portfolio volatility.
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BELSHIPS SKIBS 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.