Kaufman Broad (Germany) Alpha and Beta Analysis
| 3GH Stock | EUR 30.15 0.05 0.17% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Kaufman Broad SA. It also helps investors analyze the systematic and unsystematic risks associated with investing in Kaufman Broad over a specified time horizon. Remember, high Kaufman Broad'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 Kaufman Broad's market risk premium analysis include:
Beta (0.39) | Alpha 0.14 | Risk 1.75 | Sharpe Ratio 0.0787 | Expected Return 0.14 |
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.
Kaufman |
Kaufman Broad Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Kaufman Broad market risk premium is the additional return an investor will receive from holding Kaufman Broad 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 Kaufman Broad. 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 Kaufman Broad's performance over market.| α | 0.14 | β | -0.39 |
Kaufman Broad 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 Kaufman Broad's Buy-and-hold return. Our buy-and-hold chart shows how Kaufman Broad performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Kaufman Broad Market Price Analysis
Market price analysis indicators help investors to evaluate how Kaufman Broad stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Kaufman Broad shares will generate the highest return on investment. By understating and applying Kaufman Broad stock market price indicators, traders can identify Kaufman Broad position entry and exit signals to maximize returns.
Kaufman Broad Return and Market Media
Price Growth (%) |
| Timeline |
About Kaufman Broad 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 Kaufman or other stocks. Alpha measures the amount that position in Kaufman Broad SA 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 Kaufman Broad 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, Kaufman Broad's short interest history, or implied volatility extrapolated from Kaufman Broad options trading.
Build Portfolio with Kaufman Broad
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 Kaufman Broad Backtesting, Kaufman Broad Valuation, Kaufman Broad Correlation, Kaufman Broad Hype Analysis, Kaufman Broad Volatility, Kaufman Broad History and analyze Kaufman Broad Performance. You can also try the Bonds Directory module to find actively traded corporate debentures issued by US companies.
Complementary Tools for Kaufman Stock analysis
When running Kaufman Broad's price analysis, check to measure Kaufman Broad'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 Kaufman Broad is operating at the current time. Most of Kaufman Broad's value examination focuses on studying past and present price action to predict the probability of Kaufman Broad's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kaufman Broad's price. Additionally, you may evaluate how the addition of Kaufman Broad to your portfolios can decrease your overall portfolio volatility.
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Kaufman Broad 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.