Esker SA (France) Alpha and Beta Analysis
| ALESK Stock | EUR 180.00 0.90 0.50% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Esker SA. It also helps investors analyze the systematic and unsystematic risks associated with investing in Esker SA over a specified time horizon. Remember, high Esker SA'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 Esker SA's market risk premium analysis include:
Beta 0.21 | Alpha 0.21 | Risk 1.73 | Sharpe Ratio 0.15 | Expected Return 0.26 |
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.
Esker |
Esker SA Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Esker SA market risk premium is the additional return an investor will receive from holding Esker SA 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 Esker SA. 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 Esker SA's performance over market.| α | 0.21 | β | 0.21 |
Esker SA 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 Esker SA's Buy-and-hold return. Our buy-and-hold chart shows how Esker SA performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Esker SA Market Price Analysis
Market price analysis indicators help investors to evaluate how Esker SA stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Esker SA shares will generate the highest return on investment. By understating and applying Esker SA stock market price indicators, traders can identify Esker SA position entry and exit signals to maximize returns.
Esker SA Return and Market Media
The median price of Esker SA for the period between Wed, Feb 7, 2024 and Tue, May 7, 2024 is 177.4 with a coefficient of variation of 6.97. The daily time series for the period is distributed with a sample standard deviation of 11.99, arithmetic mean of 171.98, and mean deviation of 11.02. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Esker SA 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 Esker or other stocks. Alpha measures the amount that position in Esker 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 Esker SA 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, Esker SA's short interest history, or implied volatility extrapolated from Esker SA options trading.
Build Portfolio with Esker SA
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 Esker SA Backtesting, Esker SA Valuation, Esker SA Correlation, Esker SA Hype Analysis, Esker SA Volatility, Esker SA History and analyze Esker SA Performance. You can also try the Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
Complementary Tools for Esker Stock analysis
When running Esker SA's price analysis, check to measure Esker SA'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 Esker SA is operating at the current time. Most of Esker SA's value examination focuses on studying past and present price action to predict the probability of Esker SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Esker SA's price. Additionally, you may evaluate how the addition of Esker SA to your portfolios can decrease your overall portfolio volatility.
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Esker SA 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.