Artha Optimum (Denmark) Alpha and Beta Analysis
ARAOPT Stock | DKK 5,800 22.00 0.38% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Artha Optimum AS. It also helps investors analyze the systematic and unsystematic risks associated with investing in Artha Optimum over a specified time horizon. Remember, high Artha Optimum'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 Artha Optimum's market risk premium analysis include:
Beta 0.0437 | Alpha 0.0302 | Risk 0.3 | Sharpe Ratio 0.15 | Expected Return 0.044 |
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.
Artha |
Artha Optimum Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Artha Optimum market risk premium is the additional return an investor will receive from holding Artha Optimum 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 Artha Optimum. 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 Artha Optimum's performance over market.α | 0.03 | β | 0.04 |
Artha Optimum 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 Artha Optimum's Buy-and-hold return. Our buy-and-hold chart shows how Artha Optimum performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Artha Optimum Market Price Analysis
Market price analysis indicators help investors to evaluate how Artha Optimum stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Artha Optimum shares will generate the highest return on investment. By understating and applying Artha Optimum stock market price indicators, traders can identify Artha Optimum position entry and exit signals to maximize returns.
Artha Optimum Return and Market Media
Price Growth (%) |
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About Artha Optimum 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 Artha or other stocks. Alpha measures the amount that position in Artha Optimum AS 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 Artha Optimum 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, Artha Optimum's short interest history, or implied volatility extrapolated from Artha Optimum options trading.
Build Portfolio with Artha Optimum
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 Artha Optimum Backtesting, Artha Optimum Valuation, Artha Optimum Correlation, Artha Optimum Hype Analysis, Artha Optimum Volatility, Artha Optimum History and analyze Artha Optimum Performance. You can also try the Stocks Directory module to find actively traded stocks across global markets.
Complementary Tools for Artha Stock analysis
When running Artha Optimum's price analysis, check to measure Artha Optimum'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 Artha Optimum is operating at the current time. Most of Artha Optimum's value examination focuses on studying past and present price action to predict the probability of Artha Optimum's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Artha Optimum's price. Additionally, you may evaluate how the addition of Artha Optimum to your portfolios can decrease your overall portfolio volatility.
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