Abcourt Mines (Germany) Alpha and Beta Analysis
| AML Stock | EUR 0.02 0 13.73% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Abcourt Mines. It also helps investors analyze the systematic and unsystematic risks associated with investing in Abcourt Mines over a specified time horizon. Remember, high Abcourt Mines' 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 Abcourt Mines' market risk premium analysis include:
Beta (2.97) | Alpha 1.24 | Risk 16.43 | Sharpe Ratio 0.0653 | Expected Return 1.07 |
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.
Abcourt |
Abcourt Mines Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Abcourt Mines market risk premium is the additional return an investor will receive from holding Abcourt Mines 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 Abcourt Mines. 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 Abcourt Mines' performance over market.| α | 1.24 | β | -2.97 |
Abcourt Mines 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 Abcourt Mines' Buy-and-hold return. Our buy-and-hold chart shows how Abcourt Mines performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Abcourt Mines Market Price Analysis
Market price analysis indicators help investors to evaluate how Abcourt Mines stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Abcourt Mines shares will generate the highest return on investment. By understating and applying Abcourt Mines stock market price indicators, traders can identify Abcourt Mines position entry and exit signals to maximize returns.
Abcourt Mines Return and Market Media
The median price of Abcourt Mines for the period between Wed, Jan 24, 2024 and Tue, Apr 23, 2024 is 0.0255 with a coefficient of variation of 20.04. The daily time series for the period is distributed with a sample standard deviation of 0.01, arithmetic mean of 0.03, and mean deviation of 0.0. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Abcourt Mines 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 Abcourt or other stocks. Alpha measures the amount that position in Abcourt Mines 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 Abcourt Mines 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, Abcourt Mines' short interest history, or implied volatility extrapolated from Abcourt Mines options trading.
Build Portfolio with Abcourt Mines
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Check out Abcourt Mines Backtesting, Abcourt Mines Valuation, Abcourt Mines Correlation, Abcourt Mines Hype Analysis, Abcourt Mines Volatility, Abcourt Mines History and analyze Abcourt Mines Performance. You can also try the Share Portfolio module to track or share privately all of your investments from the convenience of any device.
Complementary Tools for Abcourt Stock analysis
When running Abcourt Mines' price analysis, check to measure Abcourt Mines' 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 Abcourt Mines is operating at the current time. Most of Abcourt Mines' value examination focuses on studying past and present price action to predict the probability of Abcourt Mines' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Abcourt Mines' price. Additionally, you may evaluate how the addition of Abcourt Mines to your portfolios can decrease your overall portfolio volatility.
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Abcourt Mines 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.