Crest Nicholson (Germany) Alpha and Beta Analysis
| C38 Stock | EUR 2.22 0.07 3.26% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Crest Nicholson Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Crest Nicholson over a specified time horizon. Remember, high Crest Nicholson'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 Crest Nicholson's market risk premium analysis include:
Beta (0.70) | Alpha (0) | Risk 1.93 | Sharpe Ratio (0.02) | Expected Return (0.04) |
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.
Crest |
Crest Nicholson Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Crest Nicholson market risk premium is the additional return an investor will receive from holding Crest Nicholson 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 Crest Nicholson. 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 Crest Nicholson's performance over market.| α | -0.0017 | β | -0.7 |
Crest Nicholson 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 Crest Nicholson's Buy-and-hold return. Our buy-and-hold chart shows how Crest Nicholson performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Crest Nicholson Market Price Analysis
Market price analysis indicators help investors to evaluate how Crest Nicholson stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Crest Nicholson shares will generate the highest return on investment. By understating and applying Crest Nicholson stock market price indicators, traders can identify Crest Nicholson position entry and exit signals to maximize returns.
Crest Nicholson Return and Market Media
The median price of Crest Nicholson for the period between Fri, Jan 26, 2024 and Thu, Apr 25, 2024 is 2.32 with a coefficient of variation of 4.32. The daily time series for the period is distributed with a sample standard deviation of 0.1, arithmetic mean of 2.31, and mean deviation of 0.08. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Crest Nicholson 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 Crest or other stocks. Alpha measures the amount that position in Crest Nicholson Holdings 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 Crest Nicholson 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, Crest Nicholson's short interest history, or implied volatility extrapolated from Crest Nicholson options trading.
Build Portfolio with Crest Nicholson
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 Crest Nicholson Backtesting, Crest Nicholson Valuation, Crest Nicholson Correlation, Crest Nicholson Hype Analysis, Crest Nicholson Volatility, Crest Nicholson History and analyze Crest Nicholson Performance. You can also try the Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.
Complementary Tools for Crest Stock analysis
When running Crest Nicholson's price analysis, check to measure Crest Nicholson'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 Crest Nicholson is operating at the current time. Most of Crest Nicholson's value examination focuses on studying past and present price action to predict the probability of Crest Nicholson's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Crest Nicholson's price. Additionally, you may evaluate how the addition of Crest Nicholson to your portfolios can decrease your overall portfolio volatility.
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Crest Nicholson 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.