VAT Group (Switzerland) Alpha and Beta Analysis
| VACN Stock | CHF 491.50 8.70 1.80% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as VAT Group AG. It also helps investors analyze the systematic and unsystematic risks associated with investing in VAT Group over a specified time horizon. Remember, high VAT Group'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 VAT Group's market risk premium analysis include:
Beta (0.13) | Alpha 0.32 | Risk 1.77 | Sharpe Ratio 0.21 | Expected Return 0.38 |
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.
VAT |
VAT Group Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. VAT Group market risk premium is the additional return an investor will receive from holding VAT Group 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 VAT Group. 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 VAT Group's performance over market.| α | 0.32 | β | -0.13 |
VAT Group 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 VAT Group's Buy-and-hold return. Our buy-and-hold chart shows how VAT Group performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.VAT Group Market Price Analysis
Market price analysis indicators help investors to evaluate how VAT Group stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading VAT Group shares will generate the highest return on investment. By understating and applying VAT Group stock market price indicators, traders can identify VAT Group position entry and exit signals to maximize returns.
VAT Group Return and Market Media
The median price of VAT Group for the period between Wed, Jan 17, 2024 and Tue, Apr 16, 2024 is 442.8 with a coefficient of variation of 6.96. The daily time series for the period is distributed with a sample standard deviation of 30.71, arithmetic mean of 440.87, and mean deviation of 27.07. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About VAT Group 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 VAT or other stocks. Alpha measures the amount that position in VAT Group 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 VAT Group 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, VAT Group's short interest history, or implied volatility extrapolated from VAT Group options trading.
Build Portfolio with VAT Group
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 VAT Group Backtesting, VAT Group Valuation, VAT Group Correlation, VAT Group Hype Analysis, VAT Group Volatility, VAT Group History and analyze VAT Group Performance. You can also try the ETFs module to find actively traded Exchange Traded Funds (ETF) from around the world.
Complementary Tools for VAT Stock analysis
When running VAT Group's price analysis, check to measure VAT Group'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 VAT Group is operating at the current time. Most of VAT Group's value examination focuses on studying past and present price action to predict the probability of VAT Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move VAT Group's price. Additionally, you may evaluate how the addition of VAT Group to your portfolios can decrease your overall portfolio volatility.
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VAT Group 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.