Aktia Bank (Finland) Alpha and Beta Analysis
| AKTIA Stock | EUR 9.48 0.09 0.94% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Aktia Bank Abp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Aktia Bank over a specified time horizon. Remember, high Aktia Bank'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 Aktia Bank's market risk premium analysis include:
Beta (0.18) | Alpha 0.0738 | Risk 1.17 | Sharpe Ratio 0.11 | Expected Return 0.13 |
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.
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Aktia Bank Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Aktia Bank market risk premium is the additional return an investor will receive from holding Aktia Bank 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 Aktia Bank. 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 Aktia Bank's performance over market.| α | 0.07 | β | -0.18 |
Aktia Bank 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 Aktia Bank's Buy-and-hold return. Our buy-and-hold chart shows how Aktia Bank performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Aktia Bank Market Price Analysis
Market price analysis indicators help investors to evaluate how Aktia Bank stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Aktia Bank shares will generate the highest return on investment. By understating and applying Aktia Bank stock market price indicators, traders can identify Aktia Bank position entry and exit signals to maximize returns.
Aktia Bank Return and Market Media
The median price of Aktia Bank for the period between Mon, Feb 5, 2024 and Sun, May 5, 2024 is 8.81 with a coefficient of variation of 3.84. The daily time series for the period is distributed with a sample standard deviation of 0.34, arithmetic mean of 8.85, and mean deviation of 0.29. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Aktia Bank 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 Aktia or other stocks. Alpha measures the amount that position in Aktia Bank Abp 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 Aktia Bank 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, Aktia Bank's short interest history, or implied volatility extrapolated from Aktia Bank options trading.
Build Portfolio with Aktia Bank
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 Aktia Bank Backtesting, Aktia Bank Valuation, Aktia Bank Correlation, Aktia Bank Hype Analysis, Aktia Bank Volatility, Aktia Bank History and analyze Aktia Bank Performance. Note that the Aktia Bank Abp information on this page should be used as a complementary analysis to other Aktia Bank'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 AI Portfolio Architect module to use AI to generate optimal portfolios and find profitable investment opportunities.
Complementary Tools for Aktia Stock analysis
When running Aktia Bank's price analysis, check to measure Aktia Bank'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 Aktia Bank is operating at the current time. Most of Aktia Bank's value examination focuses on studying past and present price action to predict the probability of Aktia Bank's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Aktia Bank's price. Additionally, you may evaluate how the addition of Aktia Bank to your portfolios can decrease your overall portfolio volatility.
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