ROCKWOOL International (Denmark) Alpha and Beta Analysis
| ROCK-B Stock | DKK 2,336 86.00 3.82% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ROCKWOOL International AS. It also helps investors analyze the systematic and unsystematic risks associated with investing in ROCKWOOL International over a specified time horizon. Remember, high ROCKWOOL International'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 ROCKWOOL International's market risk premium analysis include:
Beta 0.0079 | Alpha 0.42 | Risk 1.76 | Sharpe Ratio 0.22 | Expected Return 0.39 |
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.
ROCKWOOL |
ROCKWOOL International Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ROCKWOOL International market risk premium is the additional return an investor will receive from holding ROCKWOOL International 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 ROCKWOOL International. 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 ROCKWOOL International's performance over market.| α | 0.42 | β | 0.01 |
ROCKWOOL International 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 ROCKWOOL International's Buy-and-hold return. Our buy-and-hold chart shows how ROCKWOOL International performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.ROCKWOOL International Market Price Analysis
Market price analysis indicators help investors to evaluate how ROCKWOOL International stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading ROCKWOOL International shares will generate the highest return on investment. By understating and applying ROCKWOOL International stock market price indicators, traders can identify ROCKWOOL International position entry and exit signals to maximize returns.
ROCKWOOL International Return and Market Media
The median price of ROCKWOOL International for the period between Tue, Jan 30, 2024 and Mon, Apr 29, 2024 is 2163.63 with a coefficient of variation of 7.02. The daily time series for the period is distributed with a sample standard deviation of 148.83, arithmetic mean of 2120.89, and mean deviation of 110.36. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About ROCKWOOL International 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 ROCKWOOL or other stocks. Alpha measures the amount that position in ROCKWOOL International 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 ROCKWOOL International 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, ROCKWOOL International's short interest history, or implied volatility extrapolated from ROCKWOOL International options trading.
Build Portfolio with ROCKWOOL International
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 ROCKWOOL International Backtesting, ROCKWOOL International Valuation, ROCKWOOL International Correlation, ROCKWOOL International Hype Analysis, ROCKWOOL International Volatility, ROCKWOOL International History and analyze ROCKWOOL International Performance. You can also try the Investing Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
Complementary Tools for ROCKWOOL Stock analysis
When running ROCKWOOL International's price analysis, check to measure ROCKWOOL International'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 ROCKWOOL International is operating at the current time. Most of ROCKWOOL International's value examination focuses on studying past and present price action to predict the probability of ROCKWOOL International's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ROCKWOOL International's price. Additionally, you may evaluate how the addition of ROCKWOOL International to your portfolios can decrease your overall portfolio volatility.
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ROCKWOOL International 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.