SKAGEN Global (Denmark) Alpha and Beta Analysis

SKIGLO Stock  DKK 2,077  21.50  0.23%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SKAGEN Global A. It also helps investors analyze the systematic and unsystematic risks associated with investing in SKAGEN Global over a specified time horizon. Remember, high SKAGEN Global'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 SKAGEN Global's market risk premium analysis include:
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Alpha
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Sharpe Ratio
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Please note that although SKAGEN Global 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, SKAGEN Global did 0.00  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 SKAGEN Global A stock's relative risk over its benchmark. SKAGEN Global A has a beta of 0.00  . The returns on NYSE COMPOSITE and SKAGEN Global are completely uncorrelated. .
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 World Market Map to better understand how to build diversified portfolios. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in bureau of economic analysis.

SKAGEN Global Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SKAGEN Global market risk premium is the additional return an investor will receive from holding SKAGEN Global 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 SKAGEN Global. 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 SKAGEN Global's performance over market.
α0.09   β0.47

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

SKAGEN Global Market Price Analysis

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

SKAGEN Global Return and Market Media

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

Build Portfolio with SKAGEN Global

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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Align your risk with return expectations

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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 SKAGEN Global Backtesting, SKAGEN Global Valuation, SKAGEN Global Correlation, SKAGEN Global Hype Analysis, SKAGEN Global Volatility, SKAGEN Global History and analyze SKAGEN Global Performance.
You can also try the Odds Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.

Complementary Tools for SKAGEN Stock analysis

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