BankInvest Optima (Denmark) Alpha and Beta Analysis
| BIV30 Stock | 103.45 0.05 0.05% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as BankInvest Optima 30. It also helps investors analyze the systematic and unsystematic risks associated with investing in BankInvest Optima over a specified time horizon. Remember, high BankInvest Optima'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 Optima's market risk premium analysis include:
Beta (0.08) | Alpha 0.0448 | Risk 0.3 | Sharpe Ratio 0.19 | Expected Return 0.0561 |
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.
BankInvest |
BankInvest Optima Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. BankInvest Optima market risk premium is the additional return an investor will receive from holding BankInvest Optima 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 Optima. 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 Optima's performance over market.| α | 0.04 | β | -0.08 |
BankInvest Optima Return and Market Media
The median price of BankInvest Optima for the period between Fri, Jan 19, 2024 and Thu, Apr 18, 2024 is 102.85 with a coefficient of variation of 1.28. The daily time series for the period is distributed with a sample standard deviation of 1.32, arithmetic mean of 102.6, and mean deviation of 1.09. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
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 Optima 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 Optima's short interest history, or implied volatility extrapolated from BankInvest Optima options trading.
Build Portfolio with BankInvest Optima
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 Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in board of governors. You can also try the Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
Complementary Tools for BankInvest Stock analysis
When running BankInvest Optima's price analysis, check to measure BankInvest Optima'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 BankInvest Optima is operating at the current time. Most of BankInvest Optima's value examination focuses on studying past and present price action to predict the probability of BankInvest Optima's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BankInvest Optima's price. Additionally, you may evaluate how the addition of BankInvest Optima to your portfolios can decrease your overall portfolio volatility.
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BankInvest Optima technical stock 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, stock market cycles, or different charting patterns.