Orell Fuessli (Switzerland) Alpha and Beta Analysis
OFN Stock | CHF 77.00 1.20 1.58% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Orell Fuessli Holding. It also helps investors analyze the systematic and unsystematic risks associated with investing in Orell Fuessli over a specified time horizon. Remember, high Orell Fuessli'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 Orell Fuessli's market risk premium analysis include:
Beta 0.0434 | Alpha 0.0481 | Risk 0.83 | Sharpe Ratio 0.0564 | Expected Return 0.0465 |
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.
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Orell Fuessli Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Orell Fuessli market risk premium is the additional return an investor will receive from holding Orell Fuessli 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 Orell Fuessli. 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 Orell Fuessli's performance over market.α | 0.05 | β | 0.04 |
Orell Fuessli 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 Orell Fuessli's Buy-and-hold return. Our buy-and-hold chart shows how Orell Fuessli performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Orell Fuessli Market Price Analysis
Market price analysis indicators help investors to evaluate how Orell Fuessli stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Orell Fuessli shares will generate the highest return on investment. By understating and applying Orell Fuessli stock market price indicators, traders can identify Orell Fuessli position entry and exit signals to maximize returns.
Orell Fuessli Return and Market Media
The median price of Orell Fuessli for the period between Sat, Dec 30, 2023 and Fri, Mar 29, 2024 is 74.0 with a coefficient of variation of 1.19. The daily time series for the period is distributed with a sample standard deviation of 0.88, arithmetic mean of 74.2, and mean deviation of 0.68. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Orell Fuessli 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 Orell or other stocks. Alpha measures the amount that position in Orell Fuessli Holding 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 Orell Fuessli 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, Orell Fuessli's short interest history, or implied volatility extrapolated from Orell Fuessli options trading.
Build Portfolio with Orell Fuessli
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 Orell Fuessli Backtesting, Orell Fuessli Valuation, Orell Fuessli Correlation, Orell Fuessli Hype Analysis, Orell Fuessli Volatility, Orell Fuessli History and analyze Orell Fuessli Performance. You can also try the Price Ceiling Movement module to calculate and plot Price Ceiling Movement for different equity instruments.
Complementary Tools for Orell Stock analysis
When running Orell Fuessli's price analysis, check to measure Orell Fuessli'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 Orell Fuessli is operating at the current time. Most of Orell Fuessli's value examination focuses on studying past and present price action to predict the probability of Orell Fuessli's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Orell Fuessli's price. Additionally, you may evaluate how the addition of Orell Fuessli to your portfolios can decrease your overall portfolio volatility.
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Orell Fuessli 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.