Alfen Beheer (Netherlands) Alpha and Beta Analysis
| ALFEN Stock | EUR 35.77 1.99 5.89% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Alfen Beheer BV. It also helps investors analyze the systematic and unsystematic risks associated with investing in Alfen Beheer over a specified time horizon. Remember, high Alfen Beheer'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 Alfen Beheer's market risk premium analysis include:
Beta 0.68 | Alpha (0.66) | Risk 3.7 | Sharpe Ratio (0.16) | Expected Return (0.59) |
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.
Alfen |
Alfen Beheer Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Alfen Beheer market risk premium is the additional return an investor will receive from holding Alfen Beheer 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 Alfen Beheer. 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 Alfen Beheer's performance over market.| α | -0.66 | β | 0.68 |
Alfen Beheer 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 Alfen Beheer's Buy-and-hold return. Our buy-and-hold chart shows how Alfen Beheer performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Alfen Beheer Market Price Analysis
Market price analysis indicators help investors to evaluate how Alfen Beheer stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Alfen Beheer shares will generate the highest return on investment. By understating and applying Alfen Beheer stock market price indicators, traders can identify Alfen Beheer position entry and exit signals to maximize returns.
Alfen Beheer Return and Market Media
The median price of Alfen Beheer for the period between Mon, Jan 29, 2024 and Sun, Apr 28, 2024 is 48.79 with a coefficient of variation of 14.37. The daily time series for the period is distributed with a sample standard deviation of 6.87, arithmetic mean of 47.85, and mean deviation of 5.24. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Alfen Beheer 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 Alfen or other stocks. Alpha measures the amount that position in Alfen Beheer BV 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 Alfen Beheer 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, Alfen Beheer's short interest history, or implied volatility extrapolated from Alfen Beheer options trading.
Build Portfolio with Alfen Beheer
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 Alfen Beheer Backtesting, Alfen Beheer Valuation, Alfen Beheer Correlation, Alfen Beheer Hype Analysis, Alfen Beheer Volatility, Alfen Beheer History and analyze Alfen Beheer Performance. You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
Complementary Tools for Alfen Stock analysis
When running Alfen Beheer's price analysis, check to measure Alfen Beheer'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 Alfen Beheer is operating at the current time. Most of Alfen Beheer's value examination focuses on studying past and present price action to predict the probability of Alfen Beheer's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Alfen Beheer's price. Additionally, you may evaluate how the addition of Alfen Beheer to your portfolios can decrease your overall portfolio volatility.
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Alfen Beheer 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.