Orsted OTC Stock Alpha and Beta Analysis

DNNGY -  USA Stock  

USD 47.62  0.01  0.021%

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Orsted ADR. It also helps investors analyze the systematic and unsystematic risks associated with investing in Orsted ADR over a specified time horizon. Remember, high Orsted ADR'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.
Continue to Orsted ADR Backtesting, Orsted ADR Valuation, Orsted ADR Correlation, Orsted ADR Hype Analysis, Orsted ADR Volatility, Orsted ADR History and analyze Orsted ADR Performance.

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Please note that although Orsted ADR 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., DOW index.) So in this particular case, Orsted ADR did 0.007578  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 Orsted ADR stock's relative risk over its benchmark. Orsted ADR has a beta of 0.74  . Let's try to break down what Orsted's beta means in this case. As returns on the market increase, Orsted ADR returns are expected to increase less than the market. However, during the bear market, the loss on holding Orsted ADR will be expected to be smaller as well.
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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.

Orsted ADR Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Orsted ADR market risk premium is the additional return an investor will receive from holding Orsted ADR 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 Orsted ADR. 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 Orsted ADR's performance over market.
α0.007578   β0.74
90 days against DJI

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

Orsted ADR Market Price Analysis

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

Orsted ADR Return and Market Media

The median price of Orsted ADR for the period between Mon, Jun 28, 2021 and Sun, Sep 26, 2021 is 50.02 with a coefficient of variation of 4.57. The daily time series for the period is distributed with a sample standard deviation of 2.29, arithmetic mean of 50.02, and mean deviation of 1.76. The Stock received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
Goldman Sachs Stick to Their Buy Rating for Orsted AS By Inv...07/01/2021
2
JP Morgan Stick to Their Hold Rating for Orsted AS By Invest...08/17/2021

About Orsted ADR 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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in Orsted ADR 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.

Orsted ADR Investors Sentiment

The influence of Orsted ADR's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Orsted. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.

Current Sentiment - DNNGY

Orsted ADR Investor Sentiment

Macroaxis portfolio users are insensible in their opinion about investing in Orsted ADR. What is your perspective on investing in Orsted ADR? Are you bullish or bearish?
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Continue to Orsted ADR Backtesting, Orsted ADR Valuation, Orsted ADR Correlation, Orsted ADR Hype Analysis, Orsted ADR Volatility, Orsted ADR History and analyze Orsted ADR Performance. Note that the Orsted ADR information on this page should be used as a complementary analysis to other Orsted ADR'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 Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.

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