GREENX METALS (Germany) Alpha and Beta Analysis

5PMA Stock   0.62  0.03  5.08%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as GREENX METALS LTD. It also helps investors analyze the systematic and unsystematic risks associated with investing in GREENX METALS over a specified time horizon. Remember, high GREENX METALS'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 GREENX METALS's market risk premium analysis include:
Beta
(0.16)
Alpha
0.18
Risk
5.37
Sharpe Ratio
0.0623
Expected Return
0.33
Please note that although GREENX METALS 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, GREENX METALS did 0.18  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 GREENX METALS LTD stock's relative risk over its benchmark. GREENX METALS LTD has a beta of 0.16  . As returns on the market increase, returns on owning GREENX METALS are expected to decrease at a much lower rate. During the bear market, GREENX METALS 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 GREENX METALS Backtesting, GREENX METALS Valuation, GREENX METALS Correlation, GREENX METALS Hype Analysis, GREENX METALS Volatility, GREENX METALS History and analyze GREENX METALS Performance.

GREENX METALS Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. GREENX METALS market risk premium is the additional return an investor will receive from holding GREENX METALS 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 GREENX METALS. 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 GREENX METALS's performance over market.
α0.18   β-0.16

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

GREENX METALS Market Price Analysis

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

GREENX METALS Return and Market Media

The median price of GREENX METALS for the period between Fri, Nov 24, 2023 and Thu, Feb 22, 2024 is 0.56 with a coefficient of variation of 7.25. The daily time series for the period is distributed with a sample standard deviation of 0.04, arithmetic mean of 0.57, and mean deviation of 0.03. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

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

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Complementary Tools for GREENX Stock analysis

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