Fundamental Invest (Denmark) Alpha and Beta Analysis
FUISP Stock | DKK 194.10 1.36 0.70% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Fundamental Invest Stock. It also helps investors analyze the systematic and unsystematic risks associated with investing in Fundamental Invest over a specified time horizon. Remember, high Fundamental Invest'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 Fundamental Invest's market risk premium analysis include:
Beta (0.04) | Alpha (0.09) | Risk 1.59 | Sharpe Ratio (0.06) | Expected Return (0.09) |
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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Fundamental Invest Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Fundamental Invest market risk premium is the additional return an investor will receive from holding Fundamental Invest 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 Fundamental Invest. 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 Fundamental Invest's performance over market.α | -0.09 | β | -0.04 |
Fundamental Invest 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 Fundamental Invest's Buy-and-hold return. Our buy-and-hold chart shows how Fundamental Invest performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Fundamental Invest Market Price Analysis
Market price analysis indicators help investors to evaluate how Fundamental Invest stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Fundamental Invest shares will generate the highest return on investment. By understating and applying Fundamental Invest stock market price indicators, traders can identify Fundamental Invest position entry and exit signals to maximize returns.
Fundamental Invest Return and Market Media
The median price of Fundamental Invest for the period between Sat, Jan 20, 2024 and Fri, Apr 19, 2024 is 201.67 with a coefficient of variation of 3.19. The daily time series for the period is distributed with a sample standard deviation of 6.42, arithmetic mean of 201.08, and mean deviation of 5.16. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Fundamental Invest 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 Fundamental or other stocks. Alpha measures the amount that position in Fundamental Invest Stock 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 Fundamental Invest 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, Fundamental Invest's short interest history, or implied volatility extrapolated from Fundamental Invest options trading.
Build Portfolio with Fundamental Invest
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 Fundamental Invest Backtesting, Fundamental Invest Valuation, Fundamental Invest Correlation, Fundamental Invest Hype Analysis, Fundamental Invest Volatility, Fundamental Invest History and analyze Fundamental Invest Performance. You can also try the Equity Analysis module to research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities.
Complementary Tools for Fundamental Stock analysis
When running Fundamental Invest's price analysis, check to measure Fundamental Invest'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 Fundamental Invest is operating at the current time. Most of Fundamental Invest's value examination focuses on studying past and present price action to predict the probability of Fundamental Invest's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fundamental Invest's price. Additionally, you may evaluate how the addition of Fundamental Invest to your portfolios can decrease your overall portfolio volatility.
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