Saras Spa Adr Stock Alpha and Beta Analysis
| SAAFY Stock | USD 9.04 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Saras SpA ADR. It also helps investors analyze the systematic and unsystematic risks associated with investing in Saras SpA over a specified time horizon. Remember, high Saras SpA'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 Saras SpA's market risk premium analysis include:
Beta (0.46) | Alpha 0.0581 | Risk 0.81 | Sharpe Ratio 0.061 | Expected Return 0.0495 |
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.
Saras |
Saras SpA Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Saras SpA market risk premium is the additional return an investor will receive from holding Saras SpA 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 Saras SpA. 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 Saras SpA's performance over market.| α | 0.06 | β | -0.46 |
Saras SpA 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 Saras SpA's Buy-and-hold return. Our buy-and-hold chart shows how Saras SpA performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Saras SpA Market Price Analysis
Market price analysis indicators help investors to evaluate how Saras SpA pink sheet reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Saras SpA shares will generate the highest return on investment. By understating and applying Saras SpA pink sheet market price indicators, traders can identify Saras SpA position entry and exit signals to maximize returns.
Saras SpA Return and Market Media
The median price of Saras SpA for the period between Fri, Jan 19, 2024 and Thu, Apr 18, 2024 is 9.04 with a coefficient of variation of 1.72. The daily time series for the period is distributed with a sample standard deviation of 0.15, arithmetic mean of 8.98, and mean deviation of 0.13. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Saras SpA 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 Saras or other pink sheets. Alpha measures the amount that position in Saras SpA ADR 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 Saras SpA 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, Saras SpA's short interest history, or implied volatility extrapolated from Saras SpA options trading.
Build Portfolio with Saras SpA
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 Saras SpA Backtesting, Saras SpA Valuation, Saras SpA Correlation, Saras SpA Hype Analysis, Saras SpA Volatility, Saras SpA History and analyze Saras SpA Performance. Note that the Saras SpA ADR information on this page should be used as a complementary analysis to other Saras SpA'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 Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
Complementary Tools for Saras Pink Sheet analysis
When running Saras SpA's price analysis, check to measure Saras SpA'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 Saras SpA is operating at the current time. Most of Saras SpA's value examination focuses on studying past and present price action to predict the probability of Saras SpA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Saras SpA's price. Additionally, you may evaluate how the addition of Saras SpA to your portfolios can decrease your overall portfolio volatility.
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Saras SpA technical pink sheet 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, pink sheet market cycles, or different charting patterns.