Volkswagen Ag Vzo Stock Alpha and Beta Analysis
| VLKPF Stock | USD 130.00 2.00 1.56% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Volkswagen AG VZO. It also helps investors analyze the systematic and unsystematic risks associated with investing in Volkswagen over a specified time horizon. Remember, high Volkswagen'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 Volkswagen's market risk premium analysis include:
Beta 0.85 | Alpha 0.001913 | Risk 1.83 | Sharpe Ratio (0.01) | Expected Return (0.03) |
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.
Volkswagen |
Volkswagen Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Volkswagen market risk premium is the additional return an investor will receive from holding Volkswagen 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 Volkswagen. 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 Volkswagen's performance over market.| α | 0 | β | 0.85 |
Volkswagen 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 Volkswagen's Buy-and-hold return. Our buy-and-hold chart shows how Volkswagen performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Volkswagen Market Price Analysis
Market price analysis indicators help investors to evaluate how Volkswagen 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 Volkswagen shares will generate the highest return on investment. By understating and applying Volkswagen pink sheet market price indicators, traders can identify Volkswagen position entry and exit signals to maximize returns.
Volkswagen Return and Market Media
The median price of Volkswagen for the period between Sat, Feb 24, 2024 and Fri, May 24, 2024 is 128.85 with a coefficient of variation of 2.86. The daily time series for the period is distributed with a sample standard deviation of 3.7, arithmetic mean of 129.39, and mean deviation of 2.96. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Volkswagen 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 Volkswagen or other pink sheets. Alpha measures the amount that position in Volkswagen AG VZO 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 Volkswagen 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, Volkswagen's short interest history, or implied volatility extrapolated from Volkswagen options trading.
Build Portfolio with Volkswagen
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 Volkswagen Backtesting, Volkswagen Valuation, Volkswagen Correlation, Volkswagen Hype Analysis, Volkswagen Volatility, Volkswagen History and analyze Volkswagen Performance. You can also try the Sign In To Macroaxis module to sign in to explore Macroaxis' wealth optimization platform and fintech modules.
Complementary Tools for Volkswagen Pink Sheet analysis
When running Volkswagen's price analysis, check to measure Volkswagen'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 Volkswagen is operating at the current time. Most of Volkswagen's value examination focuses on studying past and present price action to predict the probability of Volkswagen's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Volkswagen's price. Additionally, you may evaluate how the addition of Volkswagen to your portfolios can decrease your overall portfolio volatility.
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments | |
| 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 | |
| My Watchlist Analysis Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like | |
| Idea Breakdown Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes | |
| Portfolio Suggestion Get suggestions outside of your existing asset allocation including your own model portfolios | |
| Insider Screener Find insiders across different sectors to evaluate their impact on performance | |
| Bollinger Bands Use Bollinger Bands indicator to analyze target price for a given investing horizon | |
| Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum | |
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets |
Volkswagen 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.