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Andersen Alpha and Beta Analysis

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AM-B -- Denmark Stock  

DKK 33.80  2.20  6.11%

This module allows you to check different measures of market premium (i.e. an alpha and beta) for Andersen Martini Holding B A as well as systematic risk associated with investing in Andersen Martini over a specified time horizon. Please continue to Andersen Martini Backtesting, Andersen Martini Valuation, Andersen Martini Correlation, Andersen Martini Hype Analysis, Andersen Martini Volatility, Andersen Martini History and analyze Andersen Martini Performance.
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility againt 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 a benchmark but still not compensate for the assumption of the volatility risk.

Andersen Martini Market Premiums

α0.34   β0.06
30 days against DJI

Andersen Martini expected buy-and-hold returns

Andersen Martini Market Price Analysis

Andersen Martini Return and Market Media

The median price of Andersen Martini for the period between Tue, Jan 7, 2020 and Mon, Apr 6, 2020 is 40.6 with a coefficient of variation of 10.46. The daily time series for the period is distributed with a sample standard deviation of 4.11, arithmetic mean of 39.28, and mean deviation of 3.09. The Stock did not receive any noticable media coverage during the period.
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  Timeline 

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