AVRICORE HEALTH (Germany) Alpha and Beta Analysis
| 8VP1 Stock | EUR 0.1 0 2.50% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as AVRICORE HEALTH INC. It also helps investors analyze the systematic and unsystematic risks associated with investing in AVRICORE HEALTH over a specified time horizon. Remember, high AVRICORE HEALTH'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 AVRICORE HEALTH's market risk premium analysis include:
Beta (1.60) | Alpha 0.38 | Risk 7.76 | Sharpe Ratio 0.0464 | Expected Return 0.36 |
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.
AVRICORE |
AVRICORE HEALTH Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. AVRICORE HEALTH market risk premium is the additional return an investor will receive from holding AVRICORE HEALTH 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 AVRICORE HEALTH. 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 AVRICORE HEALTH's performance over market.| α | 0.38 | β | -1.6 |
AVRICORE HEALTH 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 AVRICORE HEALTH's Buy-and-hold return. Our buy-and-hold chart shows how AVRICORE HEALTH performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.AVRICORE HEALTH Market Price Analysis
Market price analysis indicators help investors to evaluate how AVRICORE HEALTH stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading AVRICORE HEALTH shares will generate the highest return on investment. By understating and applying AVRICORE HEALTH stock market price indicators, traders can identify AVRICORE HEALTH position entry and exit signals to maximize returns.
AVRICORE HEALTH Return and Market Media
The median price of AVRICORE HEALTH for the period between Thu, Jan 25, 2024 and Wed, Apr 24, 2024 is 0.087 with a coefficient of variation of 9.12. The daily time series for the period is distributed with a sample standard deviation of 0.01, arithmetic mean of 0.09, and mean deviation of 0.01. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About AVRICORE HEALTH 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 AVRICORE or other stocks. Alpha measures the amount that position in AVRICORE HEALTH INC 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 AVRICORE HEALTH 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, AVRICORE HEALTH's short interest history, or implied volatility extrapolated from AVRICORE HEALTH options trading.
Build Portfolio with AVRICORE HEALTH
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 AVRICORE HEALTH Backtesting, AVRICORE HEALTH Valuation, AVRICORE HEALTH Correlation, AVRICORE HEALTH Hype Analysis, AVRICORE HEALTH Volatility, AVRICORE HEALTH History and analyze AVRICORE HEALTH Performance. You can also try the Bonds Directory module to find actively traded corporate debentures issued by US companies.
Complementary Tools for AVRICORE Stock analysis
When running AVRICORE HEALTH's price analysis, check to measure AVRICORE HEALTH'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 AVRICORE HEALTH is operating at the current time. Most of AVRICORE HEALTH's value examination focuses on studying past and present price action to predict the probability of AVRICORE HEALTH's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AVRICORE HEALTH's price. Additionally, you may evaluate how the addition of AVRICORE HEALTH to your portfolios can decrease your overall portfolio volatility.
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AVRICORE HEALTH 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.