MDLZ 2625 17 MAR 27 Alpha and Beta Analysis
| 609207BA2 | 93.27 0.27 0.29% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as MDLZ 2625 17 MAR 27. It also helps investors analyze the systematic and unsystematic risks associated with investing in 609207BA2 over a specified time horizon. Remember, high 609207BA2'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 609207BA2's market risk premium analysis include:
Beta 0.0525 | Alpha (0.02) | Risk 0.28 | Sharpe Ratio (0.02) | Expected Return (0.01) |
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.
609207BA2 |
609207BA2 Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. 609207BA2 market risk premium is the additional return an investor will receive from holding 609207BA2 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 609207BA2. 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 609207BA2's performance over market.| α | -0.02 | β | 0.05 |
609207BA2 Return and Market Media
The median price of 609207BA2 for the period between Sun, Feb 18, 2024 and Sat, May 18, 2024 is 93.41 with a coefficient of variation of 0.37. The daily time series for the period is distributed with a sample standard deviation of 0.34, arithmetic mean of 93.37, and mean deviation of 0.26. The Bond 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 609207BA2 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, 609207BA2's short interest history, or implied volatility extrapolated from 609207BA2 options trading.
Build Portfolio with 609207BA2
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 World Market Map to better understand how to build diversified portfolios. Also, note that the market value of any corporate bond could be tightly coupled with the direction of predictive economic indicators such as signals in nation. Note that the MDLZ 2625 17 information on this page should be used as a complementary analysis to other 609207BA2'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 Stock Tickers module to use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites.
609207BA2 technical bond 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, bond market cycles, or different charting patterns.