PROCTER GAMBLE 245 Alpha and Beta Analysis

742718ER6   93.96  0.05  0.05%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as PROCTER GAMBLE 245. It also helps investors analyze the systematic and unsystematic risks associated with investing in PROCTER over a specified time horizon. Remember, high PROCTER'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 PROCTER's market risk premium analysis include:
Beta
0.0117
Alpha
(0.04)
Risk
0.26
Sharpe Ratio
(0.13)
Expected Return
(0.03)
Please note that although PROCTER 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, PROCTER did 0.04  worse 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 PROCTER GAMBLE 245 bond's relative risk over its benchmark. PROCTER GAMBLE 245 has a beta of 0.01  . As returns on the market increase, PROCTER's returns are expected to increase less than the market. However, during the bear market, the loss of holding PROCTER is expected to be smaller as well. .
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 PROCTER Backtesting, Portfolio Optimization, PROCTER Correlation, PROCTER Hype Analysis, PROCTER Volatility, PROCTER History and analyze PROCTER Performance.

PROCTER Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. PROCTER market risk premium is the additional return an investor will receive from holding PROCTER 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 PROCTER. 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 PROCTER's performance over market.
α-0.04   β0.01

PROCTER Market Price Analysis

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

PROCTER Return and Market Media

 Price Growth (%)  
       Timeline  

About PROCTER 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 PROCTER or other bonds. Alpha measures the amount that position in PROCTER GAMBLE 245 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 PROCTER 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, PROCTER's short interest history, or implied volatility extrapolated from PROCTER options trading.

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Check out PROCTER Backtesting, Portfolio Optimization, PROCTER Correlation, PROCTER Hype Analysis, PROCTER Volatility, PROCTER History and analyze PROCTER Performance.
Note that the PROCTER GAMBLE 245 information on this page should be used as a complementary analysis to other PROCTER'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 Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
PROCTER technical bond 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, bond market cycles, or different charting patterns.
A focus of PROCTER technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of PROCTER 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...