SIG Combibloc (Switzerland) Alpha and Beta Analysis
| SIGN Stock | CHF 19.27 0.02 0.10% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SIG Combibloc Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in SIG Combibloc over a specified time horizon. Remember, high SIG Combibloc'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 SIG Combibloc's market risk premium analysis include:
Beta 0.11 | Alpha 0.0491 | Risk 1.34 | Sharpe Ratio 0.0608 | Expected Return 0.0813 |
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.
SIG |
SIG Combibloc Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SIG Combibloc market risk premium is the additional return an investor will receive from holding SIG Combibloc 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 SIG Combibloc. 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 SIG Combibloc's performance over market.| α | 0.05 | β | 0.11 |
SIG Combibloc 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 SIG Combibloc's Buy-and-hold return. Our buy-and-hold chart shows how SIG Combibloc performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.SIG Combibloc Market Price Analysis
Market price analysis indicators help investors to evaluate how SIG Combibloc stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading SIG Combibloc shares will generate the highest return on investment. By understating and applying SIG Combibloc stock market price indicators, traders can identify SIG Combibloc position entry and exit signals to maximize returns.
SIG Combibloc Return and Market Media
The median price of SIG Combibloc for the period between Sat, Jan 20, 2024 and Fri, Apr 19, 2024 is 18.45 with a coefficient of variation of 4.36. The daily time series for the period is distributed with a sample standard deviation of 0.81, arithmetic mean of 18.64, and mean deviation of 0.68. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About SIG Combibloc 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 SIG or other stocks. Alpha measures the amount that position in SIG Combibloc Group 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 SIG Combibloc 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, SIG Combibloc's short interest history, or implied volatility extrapolated from SIG Combibloc options trading.
Build Portfolio with SIG Combibloc
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 SIG Combibloc Backtesting, SIG Combibloc Valuation, SIG Combibloc Correlation, SIG Combibloc Hype Analysis, SIG Combibloc Volatility, SIG Combibloc History and analyze SIG Combibloc Performance. You can also try the USA ETFs module to find actively traded Exchange Traded Funds (ETF) in USA.
Complementary Tools for SIG Stock analysis
When running SIG Combibloc's price analysis, check to measure SIG Combibloc'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 SIG Combibloc is operating at the current time. Most of SIG Combibloc's value examination focuses on studying past and present price action to predict the probability of SIG Combibloc's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SIG Combibloc's price. Additionally, you may evaluate how the addition of SIG Combibloc to your portfolios can decrease your overall portfolio volatility.
| Analyst Advice Analyst recommendations and target price estimates broken down by several categories | |
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume | |
| Fundamentals Comparison Compare fundamentals across multiple equities to find investing opportunities | |
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments | |
| Stock Tickers Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites | |
| AI Investment Finder Use AI to screen and filter profitable investment opportunities | |
| Volatility Analysis Get historical volatility and risk analysis based on latest market data | |
| Headlines Timeline Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity |
SIG Combibloc 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.