SEBinvest Europa (Denmark) Alpha and Beta Analysis
| SEIESCP Stock | DKK 431.40 0.60 0.14% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SEBinvest Europa. It also helps investors analyze the systematic and unsystematic risks associated with investing in SEBinvest Europa over a specified time horizon. Remember, high SEBinvest Europa'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 SEBinvest Europa's market risk premium analysis include:
Beta 0.32 | Alpha (0.05) | Risk 0.92 | Sharpe Ratio (0.02) | Expected Return (0.02) |
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.
SEBinvest |
SEBinvest Europa Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SEBinvest Europa market risk premium is the additional return an investor will receive from holding SEBinvest Europa 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 SEBinvest Europa. 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 SEBinvest Europa's performance over market.| α | -0.05 | β | 0.32 |
SEBinvest Europa 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 SEBinvest Europa's Buy-and-hold return. Our buy-and-hold chart shows how SEBinvest Europa performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.SEBinvest Europa Market Price Analysis
Market price analysis indicators help investors to evaluate how SEBinvest Europa stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading SEBinvest Europa shares will generate the highest return on investment. By understating and applying SEBinvest Europa stock market price indicators, traders can identify SEBinvest Europa position entry and exit signals to maximize returns.
SEBinvest Europa Return and Market Media
The median price of SEBinvest Europa for the period between Wed, Jan 24, 2024 and Tue, Apr 23, 2024 is 445.0 with a coefficient of variation of 1.75. The daily time series for the period is distributed with a sample standard deviation of 7.79, arithmetic mean of 444.52, and mean deviation of 5.97. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About SEBinvest Europa 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 SEBinvest or other stocks. Alpha measures the amount that position in SEBinvest Europa 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 SEBinvest Europa 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, SEBinvest Europa's short interest history, or implied volatility extrapolated from SEBinvest Europa options trading.
Build Portfolio with SEBinvest Europa
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 SEBinvest Europa Backtesting, SEBinvest Europa Valuation, SEBinvest Europa Correlation, SEBinvest Europa Hype Analysis, SEBinvest Europa Volatility, SEBinvest Europa History and analyze SEBinvest Europa Performance. You can also try the USA ETFs module to find actively traded Exchange Traded Funds (ETF) in USA.
Complementary Tools for SEBinvest Stock analysis
When running SEBinvest Europa's price analysis, check to measure SEBinvest Europa'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 SEBinvest Europa is operating at the current time. Most of SEBinvest Europa's value examination focuses on studying past and present price action to predict the probability of SEBinvest Europa's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SEBinvest Europa's price. Additionally, you may evaluate how the addition of SEBinvest Europa to your portfolios can decrease your overall portfolio volatility.
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SEBinvest Europa 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.