Naturgy Energy Group Stock Alpha and Beta Analysis
| GASNF Stock | USD 21.75 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 Naturgy Energy Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Naturgy Energy over a specified time horizon. Remember, high Naturgy Energy'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 Naturgy Energy's market risk premium analysis include:
Beta (0.33) | Alpha (0.34) | Risk 1.92 | Sharpe Ratio (0.19) | Expected Return (0.36) |
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.
Naturgy |
Naturgy Energy Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Naturgy Energy market risk premium is the additional return an investor will receive from holding Naturgy Energy 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 Naturgy Energy. 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 Naturgy Energy's performance over market.| α | -0.34 | β | -0.33 |
Naturgy Energy 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 Naturgy Energy's Buy-and-hold return. Our buy-and-hold chart shows how Naturgy Energy performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Naturgy Energy Market Price Analysis
Market price analysis indicators help investors to evaluate how Naturgy Energy 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 Naturgy Energy shares will generate the highest return on investment. By understating and applying Naturgy Energy pink sheet market price indicators, traders can identify Naturgy Energy position entry and exit signals to maximize returns.
Naturgy Energy Return and Market Media
The median price of Naturgy Energy for the period between Thu, Jan 25, 2024 and Wed, Apr 24, 2024 is 24.28 with a coefficient of variation of 7.67. The daily time series for the period is distributed with a sample standard deviation of 1.91, arithmetic mean of 24.95, and mean deviation of 1.53. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Naturgy Energy 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 Naturgy or other pink sheets. Alpha measures the amount that position in Naturgy Energy Group 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 Naturgy Energy 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, Naturgy Energy's short interest history, or implied volatility extrapolated from Naturgy Energy options trading.
Build Portfolio with Naturgy Energy
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 Naturgy Energy Backtesting, Naturgy Energy Valuation, Naturgy Energy Correlation, Naturgy Energy Hype Analysis, Naturgy Energy Volatility, Naturgy Energy History and analyze Naturgy Energy Performance. You can also try the Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
Complementary Tools for Naturgy Pink Sheet analysis
When running Naturgy Energy's price analysis, check to measure Naturgy Energy'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 Naturgy Energy is operating at the current time. Most of Naturgy Energy's value examination focuses on studying past and present price action to predict the probability of Naturgy Energy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Naturgy Energy's price. Additionally, you may evaluate how the addition of Naturgy Energy to your portfolios can decrease your overall portfolio volatility.
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Naturgy Energy 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.