Djurslands Bank (Denmark) Alpha and Beta Analysis
| DJUR Stock | DKK 510.00 10.00 1.92% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Djurslands Bank. It also helps investors analyze the systematic and unsystematic risks associated with investing in Djurslands Bank over a specified time horizon. Remember, high Djurslands Bank'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 Djurslands Bank's market risk premium analysis include:
Beta (0.05) | Alpha 0.16 | Risk 1.8 | Sharpe Ratio 0.049 | Expected Return 0.0881 |
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.
Djurslands |
Djurslands Bank Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Djurslands Bank market risk premium is the additional return an investor will receive from holding Djurslands Bank 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 Djurslands Bank. 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 Djurslands Bank's performance over market.| α | 0.16 | β | -0.05 |
Djurslands Bank 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 Djurslands Bank's Buy-and-hold return. Our buy-and-hold chart shows how Djurslands Bank performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Djurslands Bank Market Price Analysis
Market price analysis indicators help investors to evaluate how Djurslands Bank stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Djurslands Bank shares will generate the highest return on investment. By understating and applying Djurslands Bank stock market price indicators, traders can identify Djurslands Bank position entry and exit signals to maximize returns.
Djurslands Bank Return and Market Media
The median price of Djurslands Bank for the period between Sat, Jan 27, 2024 and Fri, Apr 26, 2024 is 540.0 with a coefficient of variation of 5.52. The daily time series for the period is distributed with a sample standard deviation of 29.29, arithmetic mean of 531.11, and mean deviation of 23.88. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Djurslands Bank 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 Djurslands or other stocks. Alpha measures the amount that position in Djurslands Bank 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 Djurslands Bank 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, Djurslands Bank's short interest history, or implied volatility extrapolated from Djurslands Bank options trading.
Build Portfolio with Djurslands Bank
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 Djurslands Bank Backtesting, Djurslands Bank Valuation, Djurslands Bank Correlation, Djurslands Bank Hype Analysis, Djurslands Bank Volatility, Djurslands Bank History and analyze Djurslands Bank Performance. You can also try the Portfolio Dashboard module to portfolio dashboard that provides centralized access to all your investments.
Complementary Tools for Djurslands Stock analysis
When running Djurslands Bank's price analysis, check to measure Djurslands Bank'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 Djurslands Bank is operating at the current time. Most of Djurslands Bank's value examination focuses on studying past and present price action to predict the probability of Djurslands Bank's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Djurslands Bank's price. Additionally, you may evaluate how the addition of Djurslands Bank to your portfolios can decrease your overall portfolio volatility.
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Djurslands Bank 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.