Skjern Bank (Denmark) Alpha and Beta Analysis
| SKJE Stock | DKK 179.00 2.50 1.38% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Skjern Bank AS. It also helps investors analyze the systematic and unsystematic risks associated with investing in Skjern Bank over a specified time horizon. Remember, high Skjern Bank'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 Skjern Bank's market risk premium analysis include:
Beta 0.47 | Alpha 0.15 | Risk 1.32 | Sharpe Ratio 0.15 | Expected Return 0.2 |
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.
Skjern |
Skjern Bank Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Skjern Bank market risk premium is the additional return an investor will receive from holding Skjern Bank 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 Skjern Bank. 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 Skjern Bank's performance over market.| α | 0.15 | β | 0.47 |
Skjern Bank 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 Skjern Bank's Buy-and-hold return. Our buy-and-hold chart shows how Skjern Bank performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Skjern Bank Market Price Analysis
Market price analysis indicators help investors to evaluate how Skjern Bank stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Skjern Bank shares will generate the highest return on investment. By understating and applying Skjern Bank stock market price indicators, traders can identify Skjern Bank position entry and exit signals to maximize returns.
Skjern Bank Return and Market Media
The median price of Skjern Bank for the period between Sat, Jan 20, 2024 and Fri, Apr 19, 2024 is 164.16 with a coefficient of variation of 6.52. The daily time series for the period is distributed with a sample standard deviation of 11.21, arithmetic mean of 171.81, and mean deviation of 10.73. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Skjern Bank 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 Skjern or other stocks. Alpha measures the amount that position in Skjern Bank AS 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 Skjern Bank 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, Skjern Bank's short interest history, or implied volatility extrapolated from Skjern Bank options trading.
Build Portfolio with Skjern Bank
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 Skjern Bank Backtesting, Skjern Bank Valuation, Skjern Bank Correlation, Skjern Bank Hype Analysis, Skjern Bank Volatility, Skjern Bank History and analyze Skjern Bank Performance. You can also try the Aroon Oscillator module to analyze current equity momentum using Aroon Oscillator and other momentum ratios.
Complementary Tools for Skjern Stock analysis
When running Skjern Bank's price analysis, check to measure Skjern Bank'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 Skjern Bank is operating at the current time. Most of Skjern Bank's value examination focuses on studying past and present price action to predict the probability of Skjern Bank's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Skjern Bank's price. Additionally, you may evaluate how the addition of Skjern Bank to your portfolios can decrease your overall portfolio volatility.
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Skjern Bank 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.