Graines Voltz (France) Alpha and Beta Analysis
| GRVO Stock | EUR 23.00 0.40 1.71% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Graines Voltz SA. It also helps investors analyze the systematic and unsystematic risks associated with investing in Graines Voltz over a specified time horizon. Remember, high Graines Voltz'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 Graines Voltz's market risk premium analysis include:
Beta 0.14 | Alpha (0.33) | Risk 2.1 | Sharpe Ratio (0.12) | Expected Return (0.25) |
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.
Graines |
Graines Voltz Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Graines Voltz market risk premium is the additional return an investor will receive from holding Graines Voltz 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 Graines Voltz. 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 Graines Voltz's performance over market.| α | -0.33 | β | 0.14 |
Graines Voltz 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 Graines Voltz's Buy-and-hold return. Our buy-and-hold chart shows how Graines Voltz performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Graines Voltz Market Price Analysis
Market price analysis indicators help investors to evaluate how Graines Voltz stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Graines Voltz shares will generate the highest return on investment. By understating and applying Graines Voltz stock market price indicators, traders can identify Graines Voltz position entry and exit signals to maximize returns.
Graines Voltz Return and Market Media
The median price of Graines Voltz for the period between Sun, Feb 4, 2024 and Sat, May 4, 2024 is 27.0 with a coefficient of variation of 8.6. The daily time series for the period is distributed with a sample standard deviation of 2.21, arithmetic mean of 25.67, and mean deviation of 1.99. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Graines Voltz 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 Graines or other stocks. Alpha measures the amount that position in Graines Voltz 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 Graines Voltz 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, Graines Voltz's short interest history, or implied volatility extrapolated from Graines Voltz options trading.
Build Portfolio with Graines Voltz
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 Graines Voltz Backtesting, Graines Voltz Valuation, Graines Voltz Correlation, Graines Voltz Hype Analysis, Graines Voltz Volatility, Graines Voltz History and analyze Graines Voltz Performance. You can also try the Transaction History module to view history of all your transactions and understand their impact on performance.
Complementary Tools for Graines Stock analysis
When running Graines Voltz's price analysis, check to measure Graines Voltz'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 Graines Voltz is operating at the current time. Most of Graines Voltz's value examination focuses on studying past and present price action to predict the probability of Graines Voltz's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Graines Voltz's price. Additionally, you may evaluate how the addition of Graines Voltz to your portfolios can decrease your overall portfolio volatility.
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Graines Voltz 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.