Handelsinvest Danske (Denmark) Alpha and Beta Analysis
| HAIDKOBL | DKK 93.48 0.22 0.23% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Handelsinvest Danske Obligationer. It also helps investors analyze the systematic and unsystematic risks associated with investing in Handelsinvest Danske over a specified time horizon. Remember, high Handelsinvest Danske'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 Handelsinvest Danske's market risk premium analysis include:
Beta (0.06) | Alpha (0.03) | Risk 0.15 | Sharpe Ratio 0.0313 | Expected Return 0.0047 |
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.
Handelsinvest |
Handelsinvest Danske Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Handelsinvest Danske market risk premium is the additional return an investor will receive from holding Handelsinvest Danske 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 Handelsinvest Danske. 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 Handelsinvest Danske's performance over market.| α | -0.03 | β | -0.06 |
Handelsinvest Danske 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 Handelsinvest Danske's Buy-and-hold return. Our buy-and-hold chart shows how Handelsinvest Danske performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Handelsinvest Danske Market Price Analysis
Market price analysis indicators help investors to evaluate how Handelsinvest Danske stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Handelsinvest Danske shares will generate the highest return on investment. By understating and applying Handelsinvest Danske stock market price indicators, traders can identify Handelsinvest Danske position entry and exit signals to maximize returns.
Handelsinvest Danske Return and Market Media
The median price of Handelsinvest Danske for the period between Fri, Jan 26, 2024 and Thu, Apr 25, 2024 is 93.86 with a coefficient of variation of 0.47. The daily time series for the period is distributed with a sample standard deviation of 0.44, arithmetic mean of 93.81, and mean deviation of 0.33. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Handelsinvest Danske 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 Handelsinvest or other stocks. Alpha measures the amount that position in Handelsinvest Danske 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 Handelsinvest Danske 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, Handelsinvest Danske's short interest history, or implied volatility extrapolated from Handelsinvest Danske options trading.
Build Portfolio with Handelsinvest Danske
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Check out Handelsinvest Danske Backtesting, Handelsinvest Danske Valuation, Handelsinvest Danske Correlation, Handelsinvest Danske Hype Analysis, Handelsinvest Danske Volatility, Handelsinvest Danske History and analyze Handelsinvest Danske Performance. You can also try the Idea Breakdown module to analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes.
Complementary Tools for Handelsinvest Stock analysis
When running Handelsinvest Danske's price analysis, check to measure Handelsinvest Danske'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 Handelsinvest Danske is operating at the current time. Most of Handelsinvest Danske's value examination focuses on studying past and present price action to predict the probability of Handelsinvest Danske's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Handelsinvest Danske's price. Additionally, you may evaluate how the addition of Handelsinvest Danske to your portfolios can decrease your overall portfolio volatility.
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Handelsinvest Danske 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.