Athens Water (Greece) Alpha and Beta Analysis
| EYDAP Stock | EUR 5.70 0.05 0.87% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Athens Water Supply. It also helps investors analyze the systematic and unsystematic risks associated with investing in Athens Water over a specified time horizon. Remember, high Athens Water'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 Athens Water's market risk premium analysis include:
Beta 0.0112 | Alpha (0.06) | Risk 1.64 | Sharpe Ratio (0.0008) | Expected Return (0) |
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.
Athens |
Athens Water Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Athens Water market risk premium is the additional return an investor will receive from holding Athens Water 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 Athens Water. 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 Athens Water's performance over market.| α | -0.06 | β | 0.01 |
Athens Water 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 Athens Water's Buy-and-hold return. Our buy-and-hold chart shows how Athens Water performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Athens Water Market Price Analysis
Market price analysis indicators help investors to evaluate how Athens Water stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Athens Water shares will generate the highest return on investment. By understating and applying Athens Water stock market price indicators, traders can identify Athens Water position entry and exit signals to maximize returns.
Athens Water Return and Market Media
The median price of Athens Water for the period between Wed, Jan 31, 2024 and Tue, Apr 30, 2024 is 5.73 with a coefficient of variation of 2.49. The daily time series for the period is distributed with a sample standard deviation of 0.14, arithmetic mean of 5.71, and mean deviation of 0.11. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Athens Water 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 Athens or other stocks. Alpha measures the amount that position in Athens Water Supply 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 Athens Water 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, Athens Water's short interest history, or implied volatility extrapolated from Athens Water options trading.
Build Portfolio with Athens Water
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 Athens Water Backtesting, Athens Water Valuation, Athens Water Correlation, Athens Water Hype Analysis, Athens Water Volatility, Athens Water History and analyze Athens Water Performance. You can also try the Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.
Complementary Tools for Athens Stock analysis
When running Athens Water's price analysis, check to measure Athens Water'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 Athens Water is operating at the current time. Most of Athens Water's value examination focuses on studying past and present price action to predict the probability of Athens Water's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Athens Water's price. Additionally, you may evaluate how the addition of Athens Water to your portfolios can decrease your overall portfolio volatility.
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume | |
| Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum | |
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| Portfolio Diagnostics Use generated alerts and portfolio events aggregator to diagnose current holdings | |
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
| Odds Of Bankruptcy Get analysis of equity chance of financial distress in the next 2 years |
Athens Water 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.