Stonehenge Globale (Denmark) Alpha and Beta Analysis
SHIGVAKL | DKK 165.84 0.87 0.53% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Stonehenge Globale Valueaktier. It also helps investors analyze the systematic and unsystematic risks associated with investing in Stonehenge Globale over a specified time horizon. Remember, high Stonehenge Globale'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 Stonehenge Globale's market risk premium analysis include:
Beta 0.0245 | Alpha 0.0233 | Risk 0.43 | Sharpe Ratio 0.12 | Expected Return 0.0498 |
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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Stonehenge Globale Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Stonehenge Globale market risk premium is the additional return an investor will receive from holding Stonehenge Globale 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 Stonehenge Globale. 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 Stonehenge Globale's performance over market.α | 0.02 | β | 0.02 |
Stonehenge Globale 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 Stonehenge Globale's Buy-and-hold return. Our buy-and-hold chart shows how Stonehenge Globale performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Stonehenge Globale Market Price Analysis
Market price analysis indicators help investors to evaluate how Stonehenge Globale stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Stonehenge Globale shares will generate the highest return on investment. By understating and applying Stonehenge Globale stock market price indicators, traders can identify Stonehenge Globale position entry and exit signals to maximize returns.
Stonehenge Globale Return and Market Media
The median price of Stonehenge Globale for the period between Mon, Feb 12, 2024 and Sun, May 12, 2024 is 162.19 with a coefficient of variation of 0.83. The daily time series for the period is distributed with a sample standard deviation of 1.35, arithmetic mean of 162.51, and mean deviation of 1.1. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Stonehenge Globale 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 Stonehenge or other stocks. Alpha measures the amount that position in Stonehenge Globale 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 Stonehenge Globale 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, Stonehenge Globale's short interest history, or implied volatility extrapolated from Stonehenge Globale options trading.
Build Portfolio with Stonehenge Globale
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 Stonehenge Globale Backtesting, Stonehenge Globale Valuation, Stonehenge Globale Correlation, Stonehenge Globale Hype Analysis, Stonehenge Globale Volatility, Stonehenge Globale History and analyze Stonehenge Globale Performance. You can also try the Stock Tickers module to use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites.
Complementary Tools for Stonehenge Stock analysis
When running Stonehenge Globale's price analysis, check to measure Stonehenge Globale'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 Stonehenge Globale is operating at the current time. Most of Stonehenge Globale's value examination focuses on studying past and present price action to predict the probability of Stonehenge Globale's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Stonehenge Globale's price. Additionally, you may evaluate how the addition of Stonehenge Globale to your portfolios can decrease your overall portfolio volatility.
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Stonehenge Globale 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.