Kernel Holding (Germany) Alpha and Beta Analysis
0KE Stock | EUR 2.47 0.21 9.29% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Kernel Holding SA. It also helps investors analyze the systematic and unsystematic risks associated with investing in Kernel Holding over a specified time horizon. Remember, high Kernel Holding'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 Kernel Holding's market risk premium analysis include:
Beta (1.15) | Alpha 0.43 | Risk 7.78 | Sharpe Ratio 0.0447 | Expected Return 0.35 |
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.
Kernel |
Kernel Holding Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Kernel Holding market risk premium is the additional return an investor will receive from holding Kernel Holding 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 Kernel Holding. 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 Kernel Holding's performance over market.α | 0.43 | β | -1.15 |
Kernel Holding 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 Kernel Holding's Buy-and-hold return. Our buy-and-hold chart shows how Kernel Holding performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Kernel Holding Market Price Analysis
Market price analysis indicators help investors to evaluate how Kernel Holding stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Kernel Holding shares will generate the highest return on investment. By understating and applying Kernel Holding stock market price indicators, traders can identify Kernel Holding position entry and exit signals to maximize returns.
Kernel Holding Return and Market Media
Price Growth (%) |
Timeline |
About Kernel Holding 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 Kernel or other stocks. Alpha measures the amount that position in Kernel Holding SA 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 Kernel Holding 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, Kernel Holding's short interest history, or implied volatility extrapolated from Kernel Holding options trading.
Build Portfolio with Kernel Holding
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 Kernel Holding Backtesting, Kernel Holding Valuation, Kernel Holding Correlation, Kernel Holding Hype Analysis, Kernel Holding Volatility, Kernel Holding History and analyze Kernel Holding Performance. You can also try the Watchlist Optimization module to optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm.
Complementary Tools for Kernel Stock analysis
When running Kernel Holding's price analysis, check to measure Kernel Holding'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 Kernel Holding is operating at the current time. Most of Kernel Holding's value examination focuses on studying past and present price action to predict the probability of Kernel Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kernel Holding's price. Additionally, you may evaluate how the addition of Kernel Holding to your portfolios can decrease your overall portfolio volatility.
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