Deutsche Wohnen Se Stock Alpha and Beta Analysis
| DWHHF Stock | USD 19.46 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Deutsche Wohnen SE. It also helps investors analyze the systematic and unsystematic risks associated with investing in Deutsche Wohnen over a specified time horizon. Remember, high Deutsche Wohnen'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 Deutsche Wohnen's market risk premium analysis include:
Beta (0.48) | Alpha (0.25) | Risk 2.24 | Sharpe Ratio (0.13) | Expected Return (0.28) |
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.
Deutsche |
Deutsche Wohnen Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Deutsche Wohnen market risk premium is the additional return an investor will receive from holding Deutsche Wohnen 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 Deutsche Wohnen. 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 Deutsche Wohnen's performance over market.| α | -0.25 | β | -0.48 |
Deutsche Wohnen 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 Deutsche Wohnen's Buy-and-hold return. Our buy-and-hold chart shows how Deutsche Wohnen performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Deutsche Wohnen Market Price Analysis
Market price analysis indicators help investors to evaluate how Deutsche Wohnen pink sheet reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Deutsche Wohnen shares will generate the highest return on investment. By understating and applying Deutsche Wohnen pink sheet market price indicators, traders can identify Deutsche Wohnen position entry and exit signals to maximize returns.
Deutsche Wohnen Return and Market Media
The median price of Deutsche Wohnen for the period between Mon, Feb 5, 2024 and Sun, May 5, 2024 is 23.67 with a coefficient of variation of 8.85. The daily time series for the period is distributed with a sample standard deviation of 1.98, arithmetic mean of 22.33, and mean deviation of 1.83. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Deutsche Wohnen 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 Deutsche or other pink sheets. Alpha measures the amount that position in Deutsche Wohnen SE 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 Deutsche Wohnen 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, Deutsche Wohnen's short interest history, or implied volatility extrapolated from Deutsche Wohnen options trading.
Build Portfolio with Deutsche Wohnen
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 Deutsche Wohnen Backtesting, Deutsche Wohnen Valuation, Deutsche Wohnen Correlation, Deutsche Wohnen Hype Analysis, Deutsche Wohnen Volatility, Deutsche Wohnen History and analyze Deutsche Wohnen Performance. Note that the Deutsche Wohnen SE information on this page should be used as a complementary analysis to other Deutsche Wohnen'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 Commodity Directory module to find actively traded commodities issued by global exchanges.
Complementary Tools for Deutsche Pink Sheet analysis
When running Deutsche Wohnen's price analysis, check to measure Deutsche Wohnen'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 Deutsche Wohnen is operating at the current time. Most of Deutsche Wohnen's value examination focuses on studying past and present price action to predict the probability of Deutsche Wohnen's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Deutsche Wohnen's price. Additionally, you may evaluate how the addition of Deutsche Wohnen to your portfolios can decrease your overall portfolio volatility.
| Global Correlations Find global opportunities by holding instruments from different markets | |
| Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum | |
| Portfolio Diagnostics Use generated alerts and portfolio events aggregator to diagnose current holdings | |
| Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. | |
| Sectors List of equity sectors categorizing publicly traded companies based on their primary business activities | |
| Portfolio File Import Quickly import all of your third-party portfolios from your local drive in csv format |
Deutsche Wohnen technical pink sheet 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, pink sheet market cycles, or different charting patterns.