Netcompany Group (Denmark) Alpha and Beta Analysis
| NETC Stock | DKK 264.20 2.40 0.92% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Netcompany Group AS. It also helps investors analyze the systematic and unsystematic risks associated with investing in Netcompany Group over a specified time horizon. Remember, high Netcompany Group'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 Netcompany Group's market risk premium analysis include:
Beta 0.31 | Alpha 0.15 | Risk 1.99 | Sharpe Ratio 0.0274 | Expected Return 0.0546 |
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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Netcompany Group Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Netcompany Group market risk premium is the additional return an investor will receive from holding Netcompany Group 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 Netcompany Group. 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 Netcompany Group's performance over market.| α | 0.15 | β | 0.31 |
Netcompany Group 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 Netcompany Group's Buy-and-hold return. Our buy-and-hold chart shows how Netcompany Group performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Netcompany Group Market Price Analysis
Market price analysis indicators help investors to evaluate how Netcompany Group stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Netcompany Group shares will generate the highest return on investment. By understating and applying Netcompany Group stock market price indicators, traders can identify Netcompany Group position entry and exit signals to maximize returns.
Netcompany Group Return and Market Media
The median price of Netcompany Group for the period between Thu, Jan 25, 2024 and Wed, Apr 24, 2024 is 285.2 with a coefficient of variation of 6.59. The daily time series for the period is distributed with a sample standard deviation of 18.51, arithmetic mean of 280.81, and mean deviation of 13.71. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Netcompany Group 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 Netcompany or other stocks. Alpha measures the amount that position in Netcompany Group 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 Netcompany Group 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, Netcompany Group's short interest history, or implied volatility extrapolated from Netcompany Group options trading.
Build Portfolio with Netcompany Group
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Align your risk with return expectations
Check out Netcompany Group Backtesting, Netcompany Group Valuation, Netcompany Group Correlation, Netcompany Group Hype Analysis, Netcompany Group Volatility, Netcompany Group History and analyze Netcompany Group Performance. You can also try the Instant Ratings module to determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Complementary Tools for Netcompany Stock analysis
When running Netcompany Group's price analysis, check to measure Netcompany Group'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 Netcompany Group is operating at the current time. Most of Netcompany Group's value examination focuses on studying past and present price action to predict the probability of Netcompany Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Netcompany Group's price. Additionally, you may evaluate how the addition of Netcompany Group to your portfolios can decrease your overall portfolio volatility.
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Netcompany Group 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.