Aalborg Boldspilklub (Denmark) Alpha and Beta Analysis
| AAB Stock | DKK 47.40 0.80 1.72% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Aalborg Boldspilklub AS. It also helps investors analyze the systematic and unsystematic risks associated with investing in Aalborg Boldspilklub over a specified time horizon. Remember, high Aalborg Boldspilklub'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 Aalborg Boldspilklub's market risk premium analysis include:
Beta (0.40) | Alpha 0.3 | Risk 1.95 | Sharpe Ratio 0.14 | Expected Return 0.28 |
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.
Aalborg |
Aalborg Boldspilklub Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Aalborg Boldspilklub market risk premium is the additional return an investor will receive from holding Aalborg Boldspilklub 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 Aalborg Boldspilklub. 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 Aalborg Boldspilklub's performance over market.| α | 0.30 | β | -0.4 |
Aalborg Boldspilklub 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 Aalborg Boldspilklub's Buy-and-hold return. Our buy-and-hold chart shows how Aalborg Boldspilklub performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Aalborg Boldspilklub Market Price Analysis
Market price analysis indicators help investors to evaluate how Aalborg Boldspilklub stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Aalborg Boldspilklub shares will generate the highest return on investment. By understating and applying Aalborg Boldspilklub stock market price indicators, traders can identify Aalborg Boldspilklub position entry and exit signals to maximize returns.
Aalborg Boldspilklub Return and Market Media
The median price of Aalborg Boldspilklub for the period between Wed, Jan 17, 2024 and Tue, Apr 16, 2024 is 44.4 with a coefficient of variation of 5.54. The daily time series for the period is distributed with a sample standard deviation of 2.4, arithmetic mean of 43.43, and mean deviation of 2.08. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Aalborg Boldspilklub 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 Aalborg or other stocks. Alpha measures the amount that position in Aalborg Boldspilklub 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 Aalborg Boldspilklub 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, Aalborg Boldspilklub's short interest history, or implied volatility extrapolated from Aalborg Boldspilklub options trading.
Build Portfolio with Aalborg Boldspilklub
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 Aalborg Boldspilklub Backtesting, Aalborg Boldspilklub Valuation, Aalborg Boldspilklub Correlation, Aalborg Boldspilklub Hype Analysis, Aalborg Boldspilklub Volatility, Aalborg Boldspilklub History and analyze Aalborg Boldspilklub Performance. Note that the Aalborg Boldspilklub information on this page should be used as a complementary analysis to other Aalborg Boldspilklub'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 Cryptocurrency Center module to build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency.
Complementary Tools for Aalborg Stock analysis
When running Aalborg Boldspilklub's price analysis, check to measure Aalborg Boldspilklub'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 Aalborg Boldspilklub is operating at the current time. Most of Aalborg Boldspilklub's value examination focuses on studying past and present price action to predict the probability of Aalborg Boldspilklub's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Aalborg Boldspilklub's price. Additionally, you may evaluate how the addition of Aalborg Boldspilklub to your portfolios can decrease your overall portfolio volatility.
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