Amazon (Germany) Alpha and Beta Analysis
| AMZ Stock | EUR 166.10 1.10 0.66% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Amazon Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Amazon over a specified time horizon. Remember, high Amazon'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 Amazon's market risk premium analysis include:
Beta (0.29) | Alpha 0.13 | Risk 1.42 | Sharpe Ratio 0.046 | Expected Return 0.0651 |
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.
Amazon |
Amazon Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Amazon market risk premium is the additional return an investor will receive from holding Amazon 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 Amazon. 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 Amazon's performance over market.| α | 0.13 | β | -0.29 |
Amazon 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 Amazon's Buy-and-hold return. Our buy-and-hold chart shows how Amazon performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Amazon Market Price Analysis
Market price analysis indicators help investors to evaluate how Amazon stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Amazon shares will generate the highest return on investment. By understating and applying Amazon stock market price indicators, traders can identify Amazon position entry and exit signals to maximize returns.
Amazon Return and Market Media
The median price of Amazon for the period between Sun, Feb 25, 2024 and Sat, May 25, 2024 is 167.0 with a coefficient of variation of 3.26. The daily time series for the period is distributed with a sample standard deviation of 5.43, arithmetic mean of 166.53, and mean deviation of 4.48. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Amazon 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 Amazon or other stocks. Alpha measures the amount that position in Amazon Inc 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 Amazon 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, Amazon's short interest history, or implied volatility extrapolated from Amazon options trading.
Build Portfolio with Amazon
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 Amazon Backtesting, Amazon Valuation, Amazon Correlation, Amazon Hype Analysis, Amazon Volatility, Amazon History and analyze Amazon Performance. You can also try the Financial Widgets module to easily integrated Macroaxis content with over 30 different plug-and-play financial widgets.
Complementary Tools for Amazon Stock analysis
When running Amazon's price analysis, check to measure Amazon'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 Amazon is operating at the current time. Most of Amazon's value examination focuses on studying past and present price action to predict the probability of Amazon's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Amazon's price. Additionally, you may evaluate how the addition of Amazon to your portfolios can decrease your overall portfolio volatility.
| Crypto Correlations Use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins | |
| Sectors List of equity sectors categorizing publicly traded companies based on their primary business activities | |
| CEOs Directory Screen CEOs from public companies around the world | |
| Instant Ratings Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Insider Screener Find insiders across different sectors to evaluate their impact on performance | |
| Stock Screener Find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook. | |
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| Balance Of Power Check stock momentum by analyzing Balance Of Power indicator and other technical ratios | |
| Headlines Timeline Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity | |
| AI Portfolio Architect Use AI to generate optimal portfolios and find profitable investment opportunities | |
| Content Syndication Quickly integrate customizable finance content to your own investment portal | |
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated | |
| Equity Search Search for actively traded equities including funds and ETFs from over 30 global markets |
Amazon 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.