Genomma Lab (Mexico) Alpha and Beta Analysis

LABB Stock  MXN 14.59  0.52  3.44%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Genomma Lab Internacional. It also helps investors analyze the systematic and unsystematic risks associated with investing in Genomma Lab over a specified time horizon. Remember, high Genomma Lab'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 Genomma Lab's market risk premium analysis include:
Beta
0.0923
Alpha
0.0143
Risk
2.5
Sharpe Ratio
0.0126
Expected Return
0.0315
Please note that although Genomma Lab alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, Genomma Lab did 0.01  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Genomma Lab Internacional stock's relative risk over its benchmark. Genomma Lab Internacional has a beta of 0.09  . As returns on the market increase, Genomma Lab's returns are expected to increase less than the market. However, during the bear market, the loss of holding Genomma Lab is expected to be smaller as well. .
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.
  
Check out Genomma Lab Backtesting, Genomma Lab Valuation, Genomma Lab Correlation, Genomma Lab Hype Analysis, Genomma Lab Volatility, Genomma Lab History and analyze Genomma Lab Performance.

Genomma Lab Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Genomma Lab market risk premium is the additional return an investor will receive from holding Genomma Lab 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 Genomma Lab. 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 Genomma Lab's performance over market.
α0.01   β0.09

Genomma Lab 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 Genomma Lab's Buy-and-hold return. Our buy-and-hold chart shows how Genomma Lab performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Genomma Lab Market Price Analysis

Market price analysis indicators help investors to evaluate how Genomma Lab stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Genomma Lab shares will generate the highest return on investment. By understating and applying Genomma Lab stock market price indicators, traders can identify Genomma Lab position entry and exit signals to maximize returns.

Genomma Lab Return and Market Media

The median price of Genomma Lab for the period between Fri, Jan 26, 2024 and Thu, Apr 25, 2024 is 14.27 with a coefficient of variation of 6.2. The daily time series for the period is distributed with a sample standard deviation of 0.89, arithmetic mean of 14.34, and mean deviation of 0.71. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Genomma Lab 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 Genomma or other stocks. Alpha measures the amount that position in Genomma Lab Internacional 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 Genomma Lab 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, Genomma Lab's short interest history, or implied volatility extrapolated from Genomma Lab options trading.

Build Portfolio with Genomma Lab

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

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Check out Genomma Lab Backtesting, Genomma Lab Valuation, Genomma Lab Correlation, Genomma Lab Hype Analysis, Genomma Lab Volatility, Genomma Lab History and analyze Genomma Lab Performance.
You can also try the Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.

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When running Genomma Lab's price analysis, check to measure Genomma Lab'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 Genomma Lab is operating at the current time. Most of Genomma Lab's value examination focuses on studying past and present price action to predict the probability of Genomma Lab's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Genomma Lab's price. Additionally, you may evaluate how the addition of Genomma Lab to your portfolios can decrease your overall portfolio volatility.
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Genomma Lab 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.
A focus of Genomma Lab technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Genomma Lab trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...