Sparinvest INDEX (Denmark) Alpha and Beta Analysis

SPVIGAMRAKL  DKK 137.55  0.15  0.11%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sparinvest INDEX Global. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sparinvest INDEX over a specified time horizon. Remember, high Sparinvest INDEX'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 Sparinvest INDEX's market risk premium analysis include:
Beta
(0.09)
Alpha
0.0791
Risk
0.42
Sharpe Ratio
0.2
Expected Return
0.0824
Please note that although Sparinvest INDEX 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, Sparinvest INDEX did 0.08  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 Sparinvest INDEX Global fund's relative risk over its benchmark. Sparinvest INDEX Global has a beta of 0.09  . As returns on the market increase, returns on owning Sparinvest INDEX are expected to decrease at a much lower rate. During the bear market, Sparinvest INDEX is likely to outperform the market. .
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 Sparinvest INDEX Backtesting, Portfolio Optimization, Sparinvest INDEX Correlation, Sparinvest INDEX Hype Analysis, Sparinvest INDEX Volatility, Sparinvest INDEX History and analyze Sparinvest INDEX Performance.

Sparinvest INDEX Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sparinvest INDEX market risk premium is the additional return an investor will receive from holding Sparinvest INDEX 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 Sparinvest INDEX. 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 Sparinvest INDEX's performance over market.
α0.08   β-0.09

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

Sparinvest INDEX Market Price Analysis

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

Sparinvest INDEX Return and Market Media

The median price of Sparinvest INDEX for the period between Thu, Jan 11, 2024 and Wed, Apr 10, 2024 is 135.65 with a coefficient of variation of 1.84. The daily time series for the period is distributed with a sample standard deviation of 2.49, arithmetic mean of 135.39, and mean deviation of 2.03. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

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

Build Portfolio with Sparinvest INDEX

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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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 Sparinvest INDEX Backtesting, Portfolio Optimization, Sparinvest INDEX Correlation, Sparinvest INDEX Hype Analysis, Sparinvest INDEX Volatility, Sparinvest INDEX History and analyze Sparinvest INDEX Performance.
Note that the Sparinvest INDEX Global information on this page should be used as a complementary analysis to other Sparinvest INDEX'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 Anywhere module to track or share privately all of your investments from the convenience of any device.
Sparinvest INDEX technical fund 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, fund market cycles, or different charting patterns.
A focus of Sparinvest INDEX technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Sparinvest INDEX 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...