Vat Group Ag Stock Alpha and Beta Analysis
| VTTGF Stock | USD 519.93 54.18 11.63% |
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 0.92 | Alpha (0.05) | Risk 2.9 | Sharpe Ratio 0.0255 | Expected Return 0.074 |
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 | -0.05 | β | 0.92 |
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 pink sheet 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 pink sheet 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 Sat, Jun 22, 2024 and Fri, Sep 20, 2024 is 509.1 with a coefficient of variation of 5.6. The daily time series for the period is distributed with a sample standard deviation of 28.17, arithmetic mean of 503.28, and mean deviation of 20.44. 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 pink sheets. 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
Other Information on Investing in VAT Pink Sheet
VAT Group financial ratios help investors to determine whether VAT Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in VAT with respect to the benefits of owning VAT Group security.