Karnov Group (Sweden) Alpha and Beta Analysis
| KAR Stock | SEK 65.00 0.50 0.76% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Karnov Group AB. It also helps investors analyze the systematic and unsystematic risks associated with investing in Karnov Group over a specified time horizon. Remember, high Karnov 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 Karnov Group's market risk premium analysis include:
Beta 0.31 | Alpha 0.23 | Risk 2.24 | Sharpe Ratio 0.11 | 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.
Karnov |
Karnov Group Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Karnov Group market risk premium is the additional return an investor will receive from holding Karnov 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 Karnov 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 Karnov Group's performance over market.| α | 0.23 | β | 0.31 |
Karnov 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 Karnov Group's Buy-and-hold return. Our buy-and-hold chart shows how Karnov Group performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Karnov Group Market Price Analysis
Market price analysis indicators help investors to evaluate how Karnov 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 Karnov Group shares will generate the highest return on investment. By understating and applying Karnov Group stock market price indicators, traders can identify Karnov Group position entry and exit signals to maximize returns.
Karnov Group Return and Market Media
The median price of Karnov Group for the period between Wed, Jan 31, 2024 and Tue, Apr 30, 2024 is 64.6 with a coefficient of variation of 6.47. The daily time series for the period is distributed with a sample standard deviation of 4.06, arithmetic mean of 62.75, and mean deviation of 3.28. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Karnov 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 Karnov or other stocks. Alpha measures the amount that position in Karnov Group AB 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 Karnov 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, Karnov Group's short interest history, or implied volatility extrapolated from Karnov Group options trading.
Build Portfolio with Karnov 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 Karnov Group Backtesting, Karnov Group Valuation, Karnov Group Correlation, Karnov Group Hype Analysis, Karnov Group Volatility, Karnov Group History and analyze Karnov Group Performance. You can also try the Top Crypto Exchanges module to search and analyze digital assets across top global cryptocurrency exchanges.
Complementary Tools for Karnov Stock analysis
When running Karnov Group's price analysis, check to measure Karnov 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 Karnov Group is operating at the current time. Most of Karnov Group's value examination focuses on studying past and present price action to predict the probability of Karnov 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 Karnov Group's price. Additionally, you may evaluate how the addition of Karnov Group to your portfolios can decrease your overall portfolio volatility.
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