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FLUGGER Alpha and Beta Analysis

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FLUG-B -- Denmark Stock  

DKK 260.00  2.00  0.78%

This module allows you to check different measures of market premium (i.e. an alpha and beta) for FLUGGER GROUP AS as well as systematic risk associated with investing in FLUGGER GROUP over a specified time horizon. Please check FLUGGER GROUP Backtesting, FLUGGER GROUP Valuation, FLUGGER GROUP Correlation, FLUGGER GROUP Hype Analysis, FLUGGER GROUP Volatility, FLUGGER GROUP History and analyze FLUGGER GROUP 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.

FLUGGER GROUP Market Premiums

α0.09   β0.50
30 days against DJI

FLUGGER GROUP expected buy-and-hold returns

FLUGGER GROUP Market Price Analysis

FLUGGER GROUP Return and Market Media

The median price of FLUGGER GROUP for the period between Mon, Dec 30, 2019 and Sun, Mar 29, 2020 is 298.0 with a coefficient of variation of 5.65. The daily time series for the period is distributed with a sample standard deviation of 16.54, arithmetic mean of 292.65, and mean deviation of 11.57. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
    
  Timeline 

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