DKIDKF (Denmark) Alpha and Beta Analysis
| DKIDKF Fund | DKK 284.60 0.10 0.04% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Investeringsforeningen Danske Invest. It also helps investors analyze the systematic and unsystematic risks associated with investing in DKIDKF over a specified time horizon. Remember, high DKIDKF'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 DKIDKF's market risk premium analysis include:
Beta (0.30) | Alpha (0.08) | Risk 1.56 | Sharpe Ratio (0.04) | Expected Return (0.06) |
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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DKIDKF Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. DKIDKF market risk premium is the additional return an investor will receive from holding DKIDKF 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 DKIDKF. 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 DKIDKF's performance over market.| α | -0.08 | β | -0.3 |
DKIDKF 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 DKIDKF's Buy-and-hold return. Our buy-and-hold chart shows how DKIDKF performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.DKIDKF Market Price Analysis
Market price analysis indicators help investors to evaluate how DKIDKF fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading DKIDKF shares will generate the highest return on investment. By understating and applying DKIDKF fund market price indicators, traders can identify DKIDKF position entry and exit signals to maximize returns.
DKIDKF Return and Market Media
The median price of DKIDKF for the period between Sat, Jan 20, 2024 and Fri, Apr 19, 2024 is 284.8 with a coefficient of variation of 3.48. The daily time series for the period is distributed with a sample standard deviation of 9.93, arithmetic mean of 285.47, and mean deviation of 8.39. The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
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About DKIDKF 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 DKIDKF or other funds. Alpha measures the amount that position in Investeringsforeningen 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 DKIDKF 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, DKIDKF's short interest history, or implied volatility extrapolated from DKIDKF options trading.
Build Portfolio with DKIDKF
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 DKIDKF Backtesting, Portfolio Optimization, DKIDKF Correlation, DKIDKF Hype Analysis, DKIDKF Volatility, DKIDKF History and analyze DKIDKF Performance. You can also try the Latest Portfolios module to quick portfolio dashboard that showcases your latest portfolios.
DKIDKF 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.