Polytec Holding (Germany) Alpha and Beta Analysis

P4N Stock  EUR 3.26  0.02  0.62%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Polytec Holding AG. It also helps investors analyze the systematic and unsystematic risks associated with investing in Polytec Holding over a specified time horizon. Remember, high Polytec Holding'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 Polytec Holding's market risk premium analysis include:
Beta
(0.14)
Alpha
(0.06)
Risk
1.74
Sharpe Ratio
(0.05)
Expected Return
(0.09)
Please note that although Polytec Holding alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, Polytec Holding did 0.06  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Polytec Holding AG stock's relative risk over its benchmark. Polytec Holding AG has a beta of 0.14  . As returns on the market increase, returns on owning Polytec Holding are expected to decrease at a much lower rate. During the bear market, Polytec Holding is likely to outperform the market. .
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.
  
Check out Polytec Holding Backtesting, Polytec Holding Valuation, Polytec Holding Correlation, Polytec Holding Hype Analysis, Polytec Holding Volatility, Polytec Holding History and analyze Polytec Holding Performance.

Polytec Holding Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Polytec Holding market risk premium is the additional return an investor will receive from holding Polytec Holding 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 Polytec Holding. 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 Polytec Holding's performance over market.
α-0.06   β-0.14

Polytec Holding 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 Polytec Holding's Buy-and-hold return. Our buy-and-hold chart shows how Polytec Holding performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Polytec Holding Market Price Analysis

Market price analysis indicators help investors to evaluate how Polytec Holding stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Polytec Holding shares will generate the highest return on investment. By understating and applying Polytec Holding stock market price indicators, traders can identify Polytec Holding position entry and exit signals to maximize returns.

Polytec Holding Return and Market Media

The median price of Polytec Holding for the period between Fri, Dec 29, 2023 and Thu, Mar 28, 2024 is 3.5 with a coefficient of variation of 4.57. The daily time series for the period is distributed with a sample standard deviation of 0.16, arithmetic mean of 3.5, and mean deviation of 0.14. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Polytec Holding 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 Polytec or other stocks. Alpha measures the amount that position in Polytec Holding 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 Polytec Holding 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, Polytec Holding's short interest history, or implied volatility extrapolated from Polytec Holding options trading.

Build Portfolio with Polytec Holding

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.

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Check out Polytec Holding Backtesting, Polytec Holding Valuation, Polytec Holding Correlation, Polytec Holding Hype Analysis, Polytec Holding Volatility, Polytec Holding History and analyze Polytec Holding Performance.
You can also try the Headlines Timeline module to stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity.

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When running Polytec Holding's price analysis, check to measure Polytec Holding'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 Polytec Holding is operating at the current time. Most of Polytec Holding's value examination focuses on studying past and present price action to predict the probability of Polytec Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Polytec Holding's price. Additionally, you may evaluate how the addition of Polytec Holding to your portfolios can decrease your overall portfolio volatility.
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Polytec Holding 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.
A focus of Polytec Holding technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Polytec Holding trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...