Minerva Stock Alpha and Beta Analysis
| MVAI Stock | CAD 0.09 0.015 15.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Minerva Intelligence. It also helps investors analyze the systematic and unsystematic risks associated with investing in Minerva Intelligence over a specified time horizon. Remember, high Minerva Intelligence'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.
Beta (2.10) | Alpha 0.72 | Risk 12.67 | Sharpe Ratio 0.0805 | Expected Return 1.02 |
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.
Minerva |
Minerva Intelligence Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Minerva Intelligence market risk premium is the additional return an investor will receive from holding Minerva Intelligence 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 Minerva Intelligence. 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 Minerva Intelligence's performance over market.| α | 0.72 | β | -2.1 |
Minerva Intelligence 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 Minerva Intelligence's Buy-and-hold return. Our buy-and-hold chart shows how Minerva Intelligence performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Minerva Intelligence Market Price Analysis
Market price analysis indicators help investors to evaluate how Minerva Intelligence stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Minerva Intelligence shares will generate the highest return on investment. By understating and applying Minerva Intelligence stock market price indicators, traders can identify Minerva Intelligence position entry and exit signals to maximize returns.
Minerva Intelligence Return and Market Media
The median price of Minerva Intelligence for the period between Sun, Jul 2, 2023 and Sat, Sep 30, 2023 is 0.08 with a coefficient of variation of 23.74. The daily time series for the period is distributed with a sample standard deviation of 0.02, arithmetic mean of 0.09, and mean deviation of 0.02. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Elon Musk announces new company xAI, set to build ChatGPT al... | 07/12/2023 |
2 | MDR 40-Plus Top Managed Detection and Response MDR ... - MSS... | 08/01/2023 |
3 | Aisix Solutions Inc. Reports Earnings Results for the Second... | 08/25/2023 |
4 | 2030, Currency Exchange Software Market Size Industry Report... | 09/19/2023 |
5 | Portioning Machine Market 2023-2029Analysis, Technical Study... | 09/27/2023 |
About Minerva Intelligence 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 Minerva or other stocks. Alpha measures the amount that position in Minerva Intelligence 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 Minerva Intelligence 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, Minerva Intelligence's short interest history, or implied volatility extrapolated from Minerva Intelligence options trading.
Build Portfolio with Minerva Intelligence
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 Minerva Intelligence Backtesting, Minerva Intelligence Valuation, Minerva Intelligence Correlation, Minerva Intelligence Hype Analysis, Minerva Intelligence Volatility, Minerva Intelligence History and analyze Minerva Intelligence Performance. Note that the Minerva Intelligence information on this page should be used as a complementary analysis to other Minerva Intelligence'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 the Price Ceiling Movement module to calculate and plot Price Ceiling Movement for different equity instruments.
Complementary Tools for Minerva Stock analysis
When running Minerva Intelligence's price analysis, check to measure Minerva Intelligence'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 Minerva Intelligence is operating at the current time. Most of Minerva Intelligence's value examination focuses on studying past and present price action to predict the probability of Minerva Intelligence's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Minerva Intelligence's price. Additionally, you may evaluate how the addition of Minerva Intelligence to your portfolios can decrease your overall portfolio volatility.
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