Telefnica Deutschland Holding Stock Alpha and Beta Analysis
| TELDF Stock | USD 2.33 0.02 0.87% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Telefnica Deutschland Holding. It also helps investors analyze the systematic and unsystematic risks associated with investing in Telefnica Deutschland over a specified time horizon. Remember, high Telefnica Deutschland'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 Telefnica Deutschland's market risk premium analysis include:
Beta (0.31) | Alpha (0.13) | Risk 1.31 | Sharpe Ratio (0.09) | Expected Return (0.12) |
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.
Telefnica |
Telefnica Deutschland Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Telefnica Deutschland market risk premium is the additional return an investor will receive from holding Telefnica Deutschland 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 Telefnica Deutschland. 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 Telefnica Deutschland's performance over market.| α | -0.13 | β | -0.31 |
Telefnica Deutschland 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 Telefnica Deutschland's Buy-and-hold return. Our buy-and-hold chart shows how Telefnica Deutschland performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Telefnica Deutschland Market Price Analysis
Market price analysis indicators help investors to evaluate how Telefnica Deutschland pink sheet reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Telefnica Deutschland shares will generate the highest return on investment. By understating and applying Telefnica Deutschland pink sheet market price indicators, traders can identify Telefnica Deutschland position entry and exit signals to maximize returns.
Telefnica Deutschland Return and Market Media
The median price of Telefnica Deutschland for the period between Wed, Jan 31, 2024 and Tue, Apr 30, 2024 is 2.55 with a coefficient of variation of 2.66. The daily time series for the period is distributed with a sample standard deviation of 0.07, arithmetic mean of 2.53, and mean deviation of 0.05. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Telefnica Deutschland 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 Telefnica or other pink sheets. Alpha measures the amount that position in Telefnica Deutschland 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 Telefnica Deutschland 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, Telefnica Deutschland's short interest history, or implied volatility extrapolated from Telefnica Deutschland options trading.
Build Portfolio with Telefnica Deutschland
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Check out Telefnica Deutschland Backtesting, Telefnica Deutschland Valuation, Telefnica Deutschland Correlation, Telefnica Deutschland Hype Analysis, Telefnica Deutschland Volatility, Telefnica Deutschland History and analyze Telefnica Deutschland Performance. Note that the Telefnica Deutschland information on this page should be used as a complementary analysis to other Telefnica Deutschland'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 Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
Complementary Tools for Telefnica Pink Sheet analysis
When running Telefnica Deutschland's price analysis, check to measure Telefnica Deutschland'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 Telefnica Deutschland is operating at the current time. Most of Telefnica Deutschland's value examination focuses on studying past and present price action to predict the probability of Telefnica Deutschland's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Telefnica Deutschland's price. Additionally, you may evaluate how the addition of Telefnica Deutschland to your portfolios can decrease your overall portfolio volatility.
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Telefnica Deutschland technical pink sheet 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, pink sheet market cycles, or different charting patterns.