Sulzer AG (Switzerland) Alpha and Beta Analysis
| SUN Stock | CHF 109.20 1.00 0.91% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sulzer AG. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sulzer AG over a specified time horizon. Remember, high Sulzer AG'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 Sulzer AG's market risk premium analysis include:
Beta 0.18 | Alpha 0.38 | Risk 1.86 | Sharpe Ratio 0.26 | Expected Return 0.48 |
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.
Sulzer |
Sulzer AG Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sulzer AG market risk premium is the additional return an investor will receive from holding Sulzer AG 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 Sulzer AG. 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 Sulzer AG's performance over market.| α | 0.38 | β | 0.18 |
Sulzer AG 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 Sulzer AG's Buy-and-hold return. Our buy-and-hold chart shows how Sulzer AG performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Sulzer AG Market Price Analysis
Market price analysis indicators help investors to evaluate how Sulzer AG stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Sulzer AG shares will generate the highest return on investment. By understating and applying Sulzer AG stock market price indicators, traders can identify Sulzer AG position entry and exit signals to maximize returns.
Sulzer AG Return and Market Media
The median price of Sulzer AG for the period between Sat, Jan 20, 2024 and Fri, Apr 19, 2024 is 101.8 with a coefficient of variation of 11.2. The daily time series for the period is distributed with a sample standard deviation of 10.96, arithmetic mean of 97.84, and mean deviation of 9.95. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Sulzer AG 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 Sulzer or other stocks. Alpha measures the amount that position in Sulzer 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 Sulzer AG 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, Sulzer AG's short interest history, or implied volatility extrapolated from Sulzer AG options trading.
Build Portfolio with Sulzer AG
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 Sulzer AG Backtesting, Sulzer AG Valuation, Sulzer AG Correlation, Sulzer AG Hype Analysis, Sulzer AG Volatility, Sulzer AG History and analyze Sulzer AG Performance. You can also try the Investing Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
Complementary Tools for Sulzer Stock analysis
When running Sulzer AG's price analysis, check to measure Sulzer AG'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 Sulzer AG is operating at the current time. Most of Sulzer AG's value examination focuses on studying past and present price action to predict the probability of Sulzer AG's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sulzer AG's price. Additionally, you may evaluate how the addition of Sulzer AG to your portfolios can decrease your overall portfolio volatility.
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Sulzer AG 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.