DSV Panalpina (Denmark) Alpha and Beta Analysis
| DSV Stock | DKK 1,020 57.00 5.29% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as DSV Panalpina AS. It also helps investors analyze the systematic and unsystematic risks associated with investing in DSV Panalpina over a specified time horizon. Remember, high DSV Panalpina'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 DSV Panalpina's market risk premium analysis include:
Beta (0.14) | Alpha (0.31) | Risk 1.38 | Sharpe Ratio (0.22) | Expected Return (0.31) |
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.
DSV |
DSV Panalpina Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. DSV Panalpina market risk premium is the additional return an investor will receive from holding DSV Panalpina 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 DSV Panalpina. 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 DSV Panalpina's performance over market.| α | -0.31 | β | -0.14 |
DSV Panalpina 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 DSV Panalpina's Buy-and-hold return. Our buy-and-hold chart shows how DSV Panalpina performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.DSV Panalpina Market Price Analysis
Market price analysis indicators help investors to evaluate how DSV Panalpina stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading DSV Panalpina shares will generate the highest return on investment. By understating and applying DSV Panalpina stock market price indicators, traders can identify DSV Panalpina position entry and exit signals to maximize returns.
DSV Panalpina Return and Market Media
The median price of DSV Panalpina for the period between Fri, Jan 26, 2024 and Thu, Apr 25, 2024 is 1122.5 with a coefficient of variation of 5.12. The daily time series for the period is distributed with a sample standard deviation of 57.6, arithmetic mean of 1125.9, and mean deviation of 45.21. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About DSV Panalpina 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 DSV or other stocks. Alpha measures the amount that position in DSV Panalpina 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 DSV Panalpina 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, DSV Panalpina's short interest history, or implied volatility extrapolated from DSV Panalpina options trading.
Build Portfolio with DSV Panalpina
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 DSV Panalpina Backtesting, DSV Panalpina Valuation, DSV Panalpina Correlation, DSV Panalpina Hype Analysis, DSV Panalpina Volatility, DSV Panalpina History and analyze DSV Panalpina Performance. You can also try the Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
Complementary Tools for DSV Stock analysis
When running DSV Panalpina's price analysis, check to measure DSV Panalpina'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 DSV Panalpina is operating at the current time. Most of DSV Panalpina's value examination focuses on studying past and present price action to predict the probability of DSV Panalpina's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move DSV Panalpina's price. Additionally, you may evaluate how the addition of DSV Panalpina to your portfolios can decrease your overall portfolio volatility.
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DSV Panalpina 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.