Fast Ejendom (Denmark) Alpha and Beta Analysis
| FED Stock | DKK 108.00 2.00 1.82% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Fast Ejendom. It also helps investors analyze the systematic and unsystematic risks associated with investing in Fast Ejendom over a specified time horizon. Remember, high Fast Ejendom'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 Fast Ejendom's market risk premium analysis include:
Beta 0.59 | Alpha (0.15) | Risk 2.01 | Sharpe Ratio (0.04) | Expected Return (0.08) |
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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Fast Ejendom Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Fast Ejendom market risk premium is the additional return an investor will receive from holding Fast Ejendom 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 Fast Ejendom. 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 Fast Ejendom's performance over market.| α | -0.15 | β | 0.59 |
Fast Ejendom 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 Fast Ejendom's Buy-and-hold return. Our buy-and-hold chart shows how Fast Ejendom performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Fast Ejendom Market Price Analysis
Market price analysis indicators help investors to evaluate how Fast Ejendom stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Fast Ejendom shares will generate the highest return on investment. By understating and applying Fast Ejendom stock market price indicators, traders can identify Fast Ejendom position entry and exit signals to maximize returns.
Fast Ejendom Return and Market Media
The median price of Fast Ejendom for the period between Sat, Jan 20, 2024 and Fri, Apr 19, 2024 is 111.0 with a coefficient of variation of 2.23. The daily time series for the period is distributed with a sample standard deviation of 2.49, arithmetic mean of 111.41, and mean deviation of 2.03. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Fast Ejendom 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 Fast or other stocks. Alpha measures the amount that position in Fast Ejendom 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 Fast Ejendom 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, Fast Ejendom's short interest history, or implied volatility extrapolated from Fast Ejendom options trading.
Build Portfolio with Fast Ejendom
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
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Check out Fast Ejendom Backtesting, Fast Ejendom Valuation, Fast Ejendom Correlation, Fast Ejendom Hype Analysis, Fast Ejendom Volatility, Fast Ejendom History and analyze Fast Ejendom Performance. Note that the Fast Ejendom information on this page should be used as a complementary analysis to other Fast Ejendom'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 Bond Analysis module to evaluate and analyze corporate bonds as a potential investment for your portfolios..
Complementary Tools for Fast Stock analysis
When running Fast Ejendom's price analysis, check to measure Fast Ejendom'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 Fast Ejendom is operating at the current time. Most of Fast Ejendom's value examination focuses on studying past and present price action to predict the probability of Fast Ejendom's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fast Ejendom's price. Additionally, you may evaluate how the addition of Fast Ejendom to your portfolios can decrease your overall portfolio volatility.
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Fast Ejendom 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.