Kingspan Group (Ireland) Alpha and Beta Analysis
| KRX Stock | EUR 83.30 1.85 2.27% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Kingspan Group plc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Kingspan Group over a specified time horizon. Remember, high Kingspan Group'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 Kingspan Group's market risk premium analysis include:
Beta 0.28 | Alpha 0.15 | Risk 1.34 | Sharpe Ratio 0.14 | Expected Return 0.19 |
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.
Kingspan |
Kingspan Group Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Kingspan Group market risk premium is the additional return an investor will receive from holding Kingspan Group 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 Kingspan Group. 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 Kingspan Group's performance over market.| α | 0.15 | β | 0.28 |
Kingspan Group 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 Kingspan Group's Buy-and-hold return. Our buy-and-hold chart shows how Kingspan Group performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Kingspan Group Market Price Analysis
Market price analysis indicators help investors to evaluate how Kingspan Group stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Kingspan Group shares will generate the highest return on investment. By understating and applying Kingspan Group stock market price indicators, traders can identify Kingspan Group position entry and exit signals to maximize returns.
Kingspan Group Return and Market Media
The median price of Kingspan Group for the period between Thu, Jan 25, 2024 and Wed, Apr 24, 2024 is 83.04 with a coefficient of variation of 3.96. The daily time series for the period is distributed with a sample standard deviation of 3.24, arithmetic mean of 81.8, and mean deviation of 2.54. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Kingspan Group 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 Kingspan or other stocks. Alpha measures the amount that position in Kingspan Group 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 Kingspan Group 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, Kingspan Group's short interest history, or implied volatility extrapolated from Kingspan Group options trading.
Build Portfolio with Kingspan Group
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 Kingspan Group Backtesting, Kingspan Group Valuation, Kingspan Group Correlation, Kingspan Group Hype Analysis, Kingspan Group Volatility, Kingspan Group History and analyze Kingspan Group Performance. You can also try the Aroon Oscillator module to analyze current equity momentum using Aroon Oscillator and other momentum ratios.
Complementary Tools for Kingspan Stock analysis
When running Kingspan Group's price analysis, check to measure Kingspan Group'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 Kingspan Group is operating at the current time. Most of Kingspan Group's value examination focuses on studying past and present price action to predict the probability of Kingspan Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kingspan Group's price. Additionally, you may evaluate how the addition of Kingspan Group to your portfolios can decrease your overall portfolio volatility.
| Competition Analyzer Analyze and compare many basic indicators for a group of related or unrelated entities | |
| Portfolio Optimization Compute new portfolio that will generate highest expected return given your specified tolerance for risk | |
| Pattern Recognition Use different Pattern Recognition models to time the market across multiple global exchanges | |
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated | |
| Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. |
Kingspan Group 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.