Deliveroo Holdings Plc Stock Alpha and Beta Analysis
| DROOF Stock | USD 1.51 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Deliveroo Holdings PLC. It also helps investors analyze the systematic and unsystematic risks associated with investing in Deliveroo Holdings over a specified time horizon. Remember, high Deliveroo Holdings' 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 Deliveroo Holdings' market risk premium analysis include:
Beta 0.19 | Alpha (0.12) | Risk 1.71 | Sharpe Ratio (0.06) | Expected Return (0.1) |
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.
Deliveroo |
Deliveroo Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Deliveroo Holdings market risk premium is the additional return an investor will receive from holding Deliveroo Holdings 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 Deliveroo Holdings. 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 Deliveroo Holdings' performance over market.| α | -0.12 | β | 0.19 |
Deliveroo Holdings 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 Deliveroo Holdings' Buy-and-hold return. Our buy-and-hold chart shows how Deliveroo Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Deliveroo Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how Deliveroo Holdings pink sheet reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Deliveroo Holdings shares will generate the highest return on investment. By understating and applying Deliveroo Holdings pink sheet market price indicators, traders can identify Deliveroo Holdings position entry and exit signals to maximize returns.
Deliveroo Holdings Return and Market Media
The median price of Deliveroo Holdings for the period between Thu, Jan 25, 2024 and Wed, Apr 24, 2024 is 1.51 with a coefficient of variation of 3.31. The daily time series for the period is distributed with a sample standard deviation of 0.05, arithmetic mean of 1.51, and mean deviation of 0.03. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Deliveroo Holdings 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 Deliveroo or other pink sheets. Alpha measures the amount that position in Deliveroo Holdings PLC 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 Deliveroo Holdings 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, Deliveroo Holdings' short interest history, or implied volatility extrapolated from Deliveroo Holdings options trading.
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Check out Deliveroo Holdings Backtesting, Deliveroo Holdings Valuation, Deliveroo Holdings Correlation, Deliveroo Holdings Hype Analysis, Deliveroo Holdings Volatility, Deliveroo Holdings History and analyze Deliveroo Holdings Performance. You can also try the Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.
Complementary Tools for Deliveroo Pink Sheet analysis
When running Deliveroo Holdings' price analysis, check to measure Deliveroo Holdings' 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 Deliveroo Holdings is operating at the current time. Most of Deliveroo Holdings' value examination focuses on studying past and present price action to predict the probability of Deliveroo Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Deliveroo Holdings' price. Additionally, you may evaluate how the addition of Deliveroo Holdings to your portfolios can decrease your overall portfolio volatility.
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Deliveroo Holdings technical pink sheet 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, pink sheet market cycles, or different charting patterns.