Siemens Healthineers Ag Stock Alpha and Beta Analysis
| SEMHF Stock | USD 58.50 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Siemens Healthineers AG. It also helps investors analyze the systematic and unsystematic risks associated with investing in Siemens Healthineers over a specified time horizon. Remember, high Siemens Healthineers' 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 Siemens Healthineers' market risk premium analysis include:
Beta 0.97 | Alpha (0.04) | Risk 1.97 | Sharpe Ratio 0.0019 | Expected Return 0.0037 |
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.
Siemens |
Siemens Healthineers Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Siemens Healthineers market risk premium is the additional return an investor will receive from holding Siemens Healthineers 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 Siemens Healthineers. 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 Siemens Healthineers' performance over market.| α | -0.04 | β | 0.97 |
Siemens Healthineers 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 Siemens Healthineers' Buy-and-hold return. Our buy-and-hold chart shows how Siemens Healthineers performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Siemens Healthineers Market Price Analysis
Market price analysis indicators help investors to evaluate how Siemens Healthineers pink sheet reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Siemens Healthineers shares will generate the highest return on investment. By understating and applying Siemens Healthineers pink sheet market price indicators, traders can identify Siemens Healthineers position entry and exit signals to maximize returns.
Siemens Healthineers Return and Market Media
The median price of Siemens Healthineers for the period between Thu, Feb 29, 2024 and Wed, May 29, 2024 is 58.5 with a coefficient of variation of 4.97. The daily time series for the period is distributed with a sample standard deviation of 2.88, arithmetic mean of 58.0, and mean deviation of 2.5. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Siemens Healthineers 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 Siemens or other pink sheets. Alpha measures the amount that position in Siemens Healthineers 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 Siemens Healthineers 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, Siemens Healthineers' short interest history, or implied volatility extrapolated from Siemens Healthineers options trading.
Build Portfolio with Siemens Healthineers
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 Siemens Healthineers Backtesting, Siemens Healthineers Valuation, Siemens Healthineers Correlation, Siemens Healthineers Hype Analysis, Siemens Healthineers Volatility, Siemens Healthineers History and analyze Siemens Healthineers Performance. Note that the Siemens Healthineers information on this page should be used as a complementary analysis to other Siemens Healthineers' 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 Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
Complementary Tools for Siemens Pink Sheet analysis
When running Siemens Healthineers' price analysis, check to measure Siemens Healthineers' 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 Siemens Healthineers is operating at the current time. Most of Siemens Healthineers' value examination focuses on studying past and present price action to predict the probability of Siemens Healthineers' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Siemens Healthineers' price. Additionally, you may evaluate how the addition of Siemens Healthineers to your portfolios can decrease your overall portfolio volatility.
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Siemens Healthineers technical pink sheet 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, pink sheet market cycles, or different charting patterns.