Emmi AG (Switzerland) Alpha and Beta Analysis
EMMN Stock | CHF 903.00 26.00 2.80% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Emmi AG. It also helps investors analyze the systematic and unsystematic risks associated with investing in Emmi AG over a specified time horizon. Remember, high Emmi AG'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 Emmi AG's market risk premium analysis include:
Beta (0.21) | Alpha 0.0125 | Risk 1.5 | Sharpe Ratio (0) | Expected Return (0) |
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.
Emmi |
Emmi AG Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Emmi AG market risk premium is the additional return an investor will receive from holding Emmi AG 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 Emmi AG. 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 Emmi AG's performance over market.α | 0.01 | β | -0.21 |
Emmi AG 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 Emmi AG's Buy-and-hold return. Our buy-and-hold chart shows how Emmi AG performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Emmi AG Market Price Analysis
Market price analysis indicators help investors to evaluate how Emmi AG stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Emmi AG shares will generate the highest return on investment. By understating and applying Emmi AG stock market price indicators, traders can identify Emmi AG position entry and exit signals to maximize returns.
Emmi AG Return and Market Media
Price Growth (%) |
Timeline |
About Emmi AG 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 Emmi or other stocks. Alpha measures the amount that position in Emmi AG 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 Emmi AG 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, Emmi AG's short interest history, or implied volatility extrapolated from Emmi AG options trading.
Build Portfolio with Emmi AG
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 Emmi AG Backtesting, Emmi AG Valuation, Emmi AG Correlation, Emmi AG Hype Analysis, Emmi AG Volatility, Emmi AG History and analyze Emmi AG Performance. You can also try the ETF Categories module to list of ETF categories grouped based on various criteria, such as the investment strategy or type of investments.
Complementary Tools for Emmi Stock analysis
When running Emmi AG's price analysis, check to measure Emmi AG'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 Emmi AG is operating at the current time. Most of Emmi AG's value examination focuses on studying past and present price action to predict the probability of Emmi AG's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Emmi AG's price. Additionally, you may evaluate how the addition of Emmi AG to your portfolios can decrease your overall portfolio volatility.
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Emmi AG 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.