Esoft Alpha and Beta Analysis

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ESOFT -- Denmark Stock  

DKK 19.80  1.60  8.79%

This module allows you to check different measures of market premium (i.e. an alpha and beta) for Esoft Systems AS as well as systematic risk associated with investing in Esoft Systems over a specified time horizon. Continue to Esoft Systems Backtesting, Esoft Systems Valuation, Esoft Systems Correlation, Esoft Systems Hype Analysis, Esoft Systems Volatility, Esoft Systems History and analyze Esoft Systems Performance.
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility againt 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 a benchmark but still not compensate for the assumption of the volatility risk.

Esoft Systems Market Premiums

α0.44   β0.45
30 days against DJI

Esoft Systems expected buy-and-hold returns

Esoft Systems Market Price Analysis

Esoft Systems Return and Market Media

The median price of Esoft Systems for the period between Mon, Jan 6, 2020 and Sun, Apr 5, 2020 is 23.2 with a coefficient of variation of 12.61. The daily time series for the period is distributed with a sample standard deviation of 2.8, arithmetic mean of 22.18, and mean deviation of 2.24. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  

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