Nordea Norge (Ireland) Alpha and Beta Analysis
| 0P00000MW0 | 21,458 17.76 0.08% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Nordea Norge Verdi. It also helps investors analyze the systematic and unsystematic risks associated with investing in Nordea Norge over a specified time horizon. Remember, high Nordea Norge'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 Nordea Norge's market risk premium analysis include:
Beta 0.0013 | Alpha 0.12 | Risk 0.43 | Sharpe Ratio 0.34 | Expected Return 0.14 |
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.
Nordea |
Nordea Norge Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Nordea Norge market risk premium is the additional return an investor will receive from holding Nordea Norge 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 Nordea Norge. 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 Nordea Norge's performance over market.| α | 0.12 | β | 0 |
Nordea Norge Return and Market Media
The median price of Nordea Norge for the period between Mon, Feb 19, 2024 and Sun, May 19, 2024 is 20089.35 with a coefficient of variation of 2.72. The daily time series for the period is distributed with a sample standard deviation of 550.41, arithmetic mean of 20203.24, and mean deviation of 460.34. The Fund 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 Nordea Norge 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, Nordea Norge's short interest history, or implied volatility extrapolated from Nordea Norge options trading.
Build Portfolio with Nordea Norge
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 Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any fund could be tightly coupled with the direction of predictive economic indicators such as signals in board of governors. You can also try the My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
Nordea Norge technical fund 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, fund market cycles, or different charting patterns.