Hvidbjerg Alpha and Beta Analysis

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HVID -- Denmark Stock  

DKK 53.00  1.00  1.92%

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

Hvidbjerg Bank Market Premiums

α0.17   β0.27
30 days against DJI

Hvidbjerg Bank expected buy-and-hold returns

Hvidbjerg Bank Market Price Analysis

Hvidbjerg Bank Return and Market Media

The median price of Hvidbjerg Bank for the period between Thu, Jan 2, 2020 and Wed, Apr 1, 2020 is 56.0 with a coefficient of variation of 3.83. The daily time series for the period is distributed with a sample standard deviation of 2.13, arithmetic mean of 55.76, and mean deviation of 1.73. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  

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