Danske Invest (Denmark) Alpha and Beta Analysis
| DKIMA Stock | DKK 171.60 0.04 0.02% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Danske Invest Mix. It also helps investors analyze the systematic and unsystematic risks associated with investing in Danske Invest over a specified time horizon. Remember, high Danske Invest'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 Danske Invest's market risk premium analysis include:
Beta (0.08) | Alpha 0.0285 | Risk 0.23 | Sharpe Ratio 0.18 | Expected Return 0.0413 |
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.
Danske |
Danske Invest Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Danske Invest market risk premium is the additional return an investor will receive from holding Danske Invest 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 Danske Invest. 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 Danske Invest's performance over market.| α | 0.03 | β | -0.08 |
Danske Invest 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 Danske Invest's Buy-and-hold return. Our buy-and-hold chart shows how Danske Invest performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Danske Invest Market Price Analysis
Market price analysis indicators help investors to evaluate how Danske Invest stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Danske Invest shares will generate the highest return on investment. By understating and applying Danske Invest stock market price indicators, traders can identify Danske Invest position entry and exit signals to maximize returns.
Danske Invest Return and Market Media
The median price of Danske Invest for the period between Fri, Jan 19, 2024 and Thu, Apr 18, 2024 is 171.14 with a coefficient of variation of 1.17. The daily time series for the period is distributed with a sample standard deviation of 2.01, arithmetic mean of 170.97, and mean deviation of 1.7. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Danske Invest 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 Danske or other stocks. Alpha measures the amount that position in Danske Invest Mix 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 Danske Invest 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, Danske Invest's short interest history, or implied volatility extrapolated from Danske Invest options trading.
Build Portfolio with Danske Invest
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 Danske Invest Backtesting, Danske Invest Valuation, Danske Invest Correlation, Danske Invest Hype Analysis, Danske Invest Volatility, Danske Invest History and analyze Danske Invest Performance. Note that the Danske Invest Mix information on this page should be used as a complementary analysis to other Danske Invest's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
Complementary Tools for Danske Stock analysis
When running Danske Invest's price analysis, check to measure Danske Invest'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 Danske Invest is operating at the current time. Most of Danske Invest's value examination focuses on studying past and present price action to predict the probability of Danske Invest's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Danske Invest's price. Additionally, you may evaluate how the addition of Danske Invest to your portfolios can decrease your overall portfolio volatility.
| Portfolio Optimization Compute new portfolio that will generate highest expected return given your specified tolerance for risk | |
| Stock Screener Find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook. | |
| Instant Ratings Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets | |
| Idea Breakdown Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes | |
| Sync Your Broker Sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors. | |
| Headlines Timeline Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity | |
| FinTech Suite Use AI to screen and filter profitable investment opportunities | |
| Equity Analysis Research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities |
Danske Invest 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.