Carlsberg (Denmark) Alpha and Beta Analysis

CARL-B Stock  DKK 943.60  3.60  0.38%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Carlsberg AS. It also helps investors analyze the systematic and unsystematic risks associated with investing in Carlsberg over a specified time horizon. Remember, high Carlsberg'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 Carlsberg's market risk premium analysis include:
Beta
0.17
Alpha
0.14
Risk
1.14
Sharpe Ratio
0.16
Expected Return
0.18
Please note that although Carlsberg alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, Carlsberg did 0.14  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Carlsberg AS stock's relative risk over its benchmark. Carlsberg AS has a beta of 0.17  . As returns on the market increase, Carlsberg's returns are expected to increase less than the market. However, during the bear market, the loss of holding Carlsberg is expected to be smaller as well. .
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.
  
Check out Carlsberg Backtesting, Carlsberg Valuation, Carlsberg Correlation, Carlsberg Hype Analysis, Carlsberg Volatility, Carlsberg History and analyze Carlsberg Performance.

Carlsberg Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Carlsberg market risk premium is the additional return an investor will receive from holding Carlsberg 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 Carlsberg. 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 Carlsberg's performance over market.
α0.14   β0.17

Carlsberg 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 Carlsberg's Buy-and-hold return. Our buy-and-hold chart shows how Carlsberg performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Carlsberg Market Price Analysis

Market price analysis indicators help investors to evaluate how Carlsberg stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Carlsberg shares will generate the highest return on investment. By understating and applying Carlsberg stock market price indicators, traders can identify Carlsberg position entry and exit signals to maximize returns.

Carlsberg Return and Market Media

The median price of Carlsberg for the period between Fri, Dec 29, 2023 and Thu, Mar 28, 2024 is 915.34 with a coefficient of variation of 3.93. The daily time series for the period is distributed with a sample standard deviation of 35.68, arithmetic mean of 909.06, and mean deviation of 30.12. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Carlsberg 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 Carlsberg or other stocks. Alpha measures the amount that position in Carlsberg 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 Carlsberg 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, Carlsberg's short interest history, or implied volatility extrapolated from Carlsberg options trading.

Build Portfolio with Carlsberg

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.

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Check out Carlsberg Backtesting, Carlsberg Valuation, Carlsberg Correlation, Carlsberg Hype Analysis, Carlsberg Volatility, Carlsberg History and analyze Carlsberg Performance.
You can also try the Money Managers module to screen money managers from public funds and ETFs managed around the world.

Complementary Tools for Carlsberg Stock analysis

When running Carlsberg's price analysis, check to measure Carlsberg'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 Carlsberg is operating at the current time. Most of Carlsberg's value examination focuses on studying past and present price action to predict the probability of Carlsberg's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Carlsberg's price. Additionally, you may evaluate how the addition of Carlsberg to your portfolios can decrease your overall portfolio volatility.
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Carlsberg 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.
A focus of Carlsberg technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Carlsberg trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...