BankInvest Select (Denmark) Alpha and Beta Analysis
| BSKSMCDKAKL | DKK 100.45 1.95 1.90% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as BankInvest Select Small. It also helps investors analyze the systematic and unsystematic risks associated with investing in BankInvest Select over a specified time horizon. Remember, high BankInvest Select'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 Select's market risk premium analysis include:
Beta (0.16) | Alpha 0.34 | Risk 1.83 | Sharpe Ratio 0.16 | Expected Return 0.29 |
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 Select Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. BankInvest Select market risk premium is the additional return an investor will receive from holding BankInvest Select 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 Select. 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 Select's performance over market.| α | 0.34 | β | -0.16 |
BankInvest Select 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 Select's Buy-and-hold return. Our buy-and-hold chart shows how BankInvest Select performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.BankInvest Select Market Price Analysis
Market price analysis indicators help investors to evaluate how BankInvest Select stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading BankInvest Select shares will generate the highest return on investment. By understating and applying BankInvest Select stock market price indicators, traders can identify BankInvest Select position entry and exit signals to maximize returns.
BankInvest Select Return and Market Media
The median price of BankInvest Select for the period between Fri, Jan 26, 2024 and Thu, Apr 25, 2024 is 87.94 with a coefficient of variation of 6.35. The daily time series for the period is distributed with a sample standard deviation of 5.7, arithmetic mean of 89.8, and mean deviation of 4.69. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About BankInvest Select 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 stocks. Alpha measures the amount that position in BankInvest Select Small 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 Select 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 Select's short interest history, or implied volatility extrapolated from BankInvest Select options trading.
Build Portfolio with BankInvest Select
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 Select Backtesting, BankInvest Select Valuation, BankInvest Select Correlation, BankInvest Select Hype Analysis, BankInvest Select Volatility, BankInvest Select History and analyze BankInvest Select Performance. You can also try the Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
Complementary Tools for BankInvest Stock analysis
When running BankInvest Select's price analysis, check to measure BankInvest Select'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 Select is operating at the current time. Most of BankInvest Select's value examination focuses on studying past and present price action to predict the probability of BankInvest Select'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 Select's price. Additionally, you may evaluate how the addition of BankInvest Select to your portfolios can decrease your overall portfolio volatility.
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BankInvest Select 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.