Laboratorio Reig (Spain) Alpha and Beta Analysis

RJF Stock  EUR 2.48  0.02  0.80%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Laboratorio Reig Jofre. It also helps investors analyze the systematic and unsystematic risks associated with investing in Laboratorio Reig over a specified time horizon. Remember, high Laboratorio Reig'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 Laboratorio Reig's market risk premium analysis include:
Beta
(0.41)
Alpha
0.18
Risk
1.7
Sharpe Ratio
0.0977
Expected Return
0.17
Please note that although Laboratorio Reig 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, Laboratorio Reig did 0.18  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 Laboratorio Reig Jofre stock's relative risk over its benchmark. Laboratorio Reig Jofre has a beta of 0.41  . As returns on the market increase, returns on owning Laboratorio Reig are expected to decrease at a much lower rate. During the bear market, Laboratorio Reig is likely to outperform the market. .
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 Laboratorio Reig Backtesting, Laboratorio Reig Valuation, Laboratorio Reig Correlation, Laboratorio Reig Hype Analysis, Laboratorio Reig Volatility, Laboratorio Reig History and analyze Laboratorio Reig Performance.

Laboratorio Reig Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Laboratorio Reig market risk premium is the additional return an investor will receive from holding Laboratorio Reig 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 Laboratorio Reig. 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 Laboratorio Reig's performance over market.
α0.18   β-0.41

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

Laboratorio Reig Market Price Analysis

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

Laboratorio Reig Return and Market Media

The median price of Laboratorio Reig for the period between Fri, Dec 29, 2023 and Thu, Mar 28, 2024 is 2.37 with a coefficient of variation of 3.68. The daily time series for the period is distributed with a sample standard deviation of 0.09, arithmetic mean of 2.39, and mean deviation of 0.08. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

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

Build Portfolio with Laboratorio Reig

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.

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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 Laboratorio Reig Backtesting, Laboratorio Reig Valuation, Laboratorio Reig Correlation, Laboratorio Reig Hype Analysis, Laboratorio Reig Volatility, Laboratorio Reig History and analyze Laboratorio Reig Performance.
Note that the Laboratorio Reig Jofre information on this page should be used as a complementary analysis to other Laboratorio Reig'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 Commodity Directory module to find actively traded commodities issued by global exchanges.

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When running Laboratorio Reig's price analysis, check to measure Laboratorio Reig'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 Laboratorio Reig is operating at the current time. Most of Laboratorio Reig's value examination focuses on studying past and present price action to predict the probability of Laboratorio Reig's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Laboratorio Reig's price. Additionally, you may evaluate how the addition of Laboratorio Reig to your portfolios can decrease your overall portfolio volatility.
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Laboratorio Reig 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 Laboratorio Reig technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Laboratorio Reig 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...