Nordea Alpha and Beta Analysis

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NDIEMKL -- Denmark Stock  

DKK 115.50  1.00  0.86%

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

Nordea Invest Market Premiums

α2.37   β0.0014
30 days against DJI

Nordea Invest expected buy-and-hold returns

Nordea Invest Market Price Analysis

Nordea Invest Return and Market Media

The median price of Nordea Invest for the period between Tue, Dec 31, 2019 and Mon, Mar 30, 2020 is 151.75 with a coefficient of variation of 13.98. The daily time series for the period is distributed with a sample standard deviation of 20.01, arithmetic mean of 143.12, and mean deviation of 16.72. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  

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