Bankinvest Virksomhedsoblig (Denmark) Alpha and Beta Analysis
| BAIVOHYA | DKK 107.85 0.35 0.33% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Bankinvest Virksomhedsobligationer. It also helps investors analyze the systematic and unsystematic risks associated with investing in Bankinvest Virksomhedsoblig over a specified time horizon. Remember, high Bankinvest Virksomhedsoblig'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 Bankinvest Virksomhedsoblig's market risk premium analysis include:
Beta (0.05) | Alpha 0.006156 | Risk 0.29 | Sharpe Ratio 0.0513 | Expected Return 0.0147 |
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.
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Bankinvest Virksomhedsoblig Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Bankinvest Virksomhedsoblig market risk premium is the additional return an investor will receive from holding Bankinvest Virksomhedsoblig 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 Bankinvest Virksomhedsoblig. 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 Bankinvest Virksomhedsoblig's performance over market.| α | 0.01 | β | -0.05 |
Bankinvest Virksomhedsoblig 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 Bankinvest Virksomhedsoblig's Buy-and-hold return. Our buy-and-hold chart shows how Bankinvest Virksomhedsoblig performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Bankinvest Virksomhedsoblig Market Price Analysis
Market price analysis indicators help investors to evaluate how Bankinvest Virksomhedsoblig fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Bankinvest Virksomhedsoblig shares will generate the highest return on investment. By understating and applying Bankinvest Virksomhedsoblig fund market price indicators, traders can identify Bankinvest Virksomhedsoblig position entry and exit signals to maximize returns.
Bankinvest Virksomhedsoblig Return and Market Media
The median price of Bankinvest Virksomhedsoblig for the period between Sat, Jan 20, 2024 and Fri, Apr 19, 2024 is 107.6 with a coefficient of variation of 0.58. The daily time series for the period is distributed with a sample standard deviation of 0.63, arithmetic mean of 107.72, and mean deviation of 0.5. The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
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About Bankinvest Virksomhedsoblig 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 Bankinvest or other funds. Alpha measures the amount that position in Bankinvest Virksomhedsoblig 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 Bankinvest Virksomhedsoblig 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, Bankinvest Virksomhedsoblig's short interest history, or implied volatility extrapolated from Bankinvest Virksomhedsoblig options trading.
Build Portfolio with Bankinvest Virksomhedsoblig
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 Bankinvest Virksomhedsoblig Backtesting, Portfolio Optimization, Bankinvest Virksomhedsoblig Correlation, Bankinvest Virksomhedsoblig Hype Analysis, Bankinvest Virksomhedsoblig Volatility, Bankinvest Virksomhedsoblig History and analyze Bankinvest Virksomhedsoblig Performance. You can also try the Transaction History module to view history of all your transactions and understand their impact on performance.
Bankinvest Virksomhedsoblig technical fund 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, fund market cycles, or different charting patterns.