PFA Invest (Denmark) Alpha and Beta Analysis
| PFIBAC Stock | DKK 125.80 0.90 0.71% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as PFA Invest Balance. It also helps investors analyze the systematic and unsystematic risks associated with investing in PFA Invest over a specified time horizon. Remember, high PFA Invest'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 PFA Invest's market risk premium analysis include:
Beta (0.01) | Alpha 0.0924 | Risk 0.53 | Sharpe Ratio 0.17 | Expected Return 0.0904 |
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.
PFA |
PFA Invest Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. PFA Invest market risk premium is the additional return an investor will receive from holding PFA Invest 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 PFA Invest. 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 PFA Invest's performance over market.| α | 0.09 | β | -0.0089 |
PFA Invest 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 PFA Invest's Buy-and-hold return. Our buy-and-hold chart shows how PFA Invest performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.PFA Invest Market Price Analysis
Market price analysis indicators help investors to evaluate how PFA Invest stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading PFA Invest shares will generate the highest return on investment. By understating and applying PFA Invest stock market price indicators, traders can identify PFA Invest position entry and exit signals to maximize returns.
PFA Invest Return and Market Media
The median price of PFA Invest for the period between Fri, Jan 19, 2024 and Thu, Apr 18, 2024 is 125.2 with a coefficient of variation of 2.43. The daily time series for the period is distributed with a sample standard deviation of 3.03, arithmetic mean of 124.55, and mean deviation of 2.48. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About PFA Invest 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 PFA or other stocks. Alpha measures the amount that position in PFA Invest Balance 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 PFA Invest 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, PFA Invest's short interest history, or implied volatility extrapolated from PFA Invest options trading.
Build Portfolio with PFA Invest
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
Check out PFA Invest Backtesting, PFA Invest Valuation, PFA Invest Correlation, PFA Invest Hype Analysis, PFA Invest Volatility, PFA Invest History and analyze PFA Invest Performance. Note that the PFA Invest Balance information on this page should be used as a complementary analysis to other PFA Invest's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.
Complementary Tools for PFA Stock analysis
When running PFA Invest's price analysis, check to measure PFA Invest'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 PFA Invest is operating at the current time. Most of PFA Invest's value examination focuses on studying past and present price action to predict the probability of PFA Invest's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move PFA Invest's price. Additionally, you may evaluate how the addition of PFA Invest to your portfolios can decrease your overall portfolio volatility.
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PFA Invest 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.