AFC Energy (Germany) Alpha and Beta Analysis

QC8 Stock  EUR 0.23  0.01  4.55%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as AFC Energy Plc. It also helps investors analyze the systematic and unsystematic risks associated with investing in AFC Energy over a specified time horizon. Remember, high AFC 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 AFC Energy's market risk premium analysis include:
Beta
(0.64)
Alpha
0.19
Risk
4.94
Sharpe Ratio
0.0237
Expected Return
0.12
Please note that although AFC Energy 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, AFC Energy did 0.19  better 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 AFC Energy Plc stock's relative risk over its benchmark. AFC Energy Plc has a beta of 0.64  . As returns on the market increase, returns on owning AFC Energy are expected to decrease at a much lower rate. During the bear market, AFC Energy 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 AFC Energy Backtesting, AFC Energy Valuation, AFC Energy Correlation, AFC Energy Hype Analysis, AFC Energy Volatility, AFC Energy History and analyze AFC Energy Performance.

AFC Energy Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. AFC Energy market risk premium is the additional return an investor will receive from holding AFC 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 AFC 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 AFC Energy's performance over market.
α0.19   β-0.64

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

AFC Energy Market Price Analysis

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

AFC Energy Return and Market Media

The median price of AFC Energy for the period between Sat, Dec 30, 2023 and Fri, Mar 29, 2024 is 0.21 with a coefficient of variation of 9.78. The daily time series for the period is distributed with a sample standard deviation of 0.02, arithmetic mean of 0.21, and mean deviation of 0.02. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

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

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Check out AFC Energy Backtesting, AFC Energy Valuation, AFC Energy Correlation, AFC Energy Hype Analysis, AFC Energy Volatility, AFC Energy History and analyze AFC Energy Performance.
Note that the AFC Energy Plc information on this page should be used as a complementary analysis to other AFC Energy'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 Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes.

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When running AFC Energy's price analysis, check to measure AFC 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 AFC Energy is operating at the current time. Most of AFC Energy's value examination focuses on studying past and present price action to predict the probability of AFC 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 AFC Energy's price. Additionally, you may evaluate how the addition of AFC Energy to your portfolios can decrease your overall portfolio volatility.
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AFC Energy 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 AFC Energy technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of AFC Energy 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...