SIG Combibloc (Switzerland) Alpha and Beta Analysis

SIGN -  Switzerland Stock  

CHF 27.52  0.46  1.64%

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SIG Combibloc Grp. 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.
Additionally, take a look at SIG Combibloc Backtesting, SIG Combibloc Valuation, SIG Combibloc Correlation, SIG Combibloc Hype Analysis, SIG Combibloc Volatility, SIG Combibloc History and analyze SIG Combibloc Performance.

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Please note that although SIG Combibloc 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., DOW index.) So in this particular case, SIG Combibloc 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 SIG Combibloc Grp stock's relative risk over its benchmark. SIG Combibloc Grp has a beta of 0.08  . Let's try to break down what SIG Combibloc's beta means in this case. As returns on the market increase, returns on owning SIG Combibloc are expected to decrease at a much lower rate. During the bear market, SIG Combibloc is likely to outperform the market.
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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 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.
α0.19   β-0.08
90 days against DJI

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 Fri, Jun 18, 2021 and Thu, Sep 16, 2021 is 25.54 with a coefficient of variation of 4.66. The daily time series for the period is distributed with a sample standard deviation of 1.22, arithmetic mean of 26.21, and mean deviation of 1.14. 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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in SIG Combibloc Grp 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.

SIG Combibloc Investors Sentiment

The influence of SIG Combibloc's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in SIG Combibloc. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.

Current Sentiment - SIGN

SIG Combibloc Grp Investor Sentiment

Macroaxis portfolio users are evenly split in their outlook on investing in SIG Combibloc Grp. What is your outlook on investing in SIG Combibloc Grp? Are you bullish or bearish?
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50% Bearish
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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.

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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
Additionally, take a look at SIG Combibloc Backtesting, SIG Combibloc Valuation, SIG Combibloc Correlation, SIG Combibloc Hype Analysis, SIG Combibloc Volatility, SIG Combibloc History and analyze SIG Combibloc Performance. Note that the SIG Combibloc Grp information on this page should be used as a complementary analysis to other SIG Combibloc'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 Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..

Other Tools for SIG Combibloc Stock

When running SIG Combibloc Grp 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 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.
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