Aalberts Nv Stock Alpha and Beta Analysis
AALBF Stock | USD 45.46 1.14 2.45% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Aalberts NV. It also helps investors analyze the systematic and unsystematic risks associated with investing in Aalberts over a specified time horizon. Remember, high Aalberts' 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 Aalberts' market risk premium analysis include:
Beta 0.15 | Alpha 0.26 | Risk 2.1 | Sharpe Ratio 0.14 | Expected Return 0.29 |
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.
Aalberts |
Aalberts Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Aalberts market risk premium is the additional return an investor will receive from holding Aalberts 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 Aalberts. 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 Aalberts' performance over market.α | 0.26 | β | 0.15 |
Aalberts 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 Aalberts' Buy-and-hold return. Our buy-and-hold chart shows how Aalberts performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Aalberts Market Price Analysis
Market price analysis indicators help investors to evaluate how Aalberts pink sheet reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Aalberts shares will generate the highest return on investment. By understating and applying Aalberts pink sheet market price indicators, traders can identify Aalberts position entry and exit signals to maximize returns.
Aalberts Return and Market Media
The median price of Aalberts for the period between Sun, Jan 28, 2024 and Sat, Apr 27, 2024 is 45.46 with a coefficient of variation of 10.08. The daily time series for the period is distributed with a sample standard deviation of 4.42, arithmetic mean of 43.79, and mean deviation of 4.13. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
Timeline |
About Aalberts 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 Aalberts or other pink sheets. Alpha measures the amount that position in Aalberts NV 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 Aalberts 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, Aalberts' short interest history, or implied volatility extrapolated from Aalberts options trading.
Build Portfolio with Aalberts
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 Aalberts Backtesting, Aalberts Valuation, Aalberts Correlation, Aalberts Hype Analysis, Aalberts Volatility, Aalberts History and analyze Aalberts Performance. Note that the Aalberts NV information on this page should be used as a complementary analysis to other Aalberts' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Insider Screener module to find insiders across different sectors to evaluate their impact on performance.
Complementary Tools for Aalberts Pink Sheet analysis
When running Aalberts' price analysis, check to measure Aalberts' 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 Aalberts is operating at the current time. Most of Aalberts' value examination focuses on studying past and present price action to predict the probability of Aalberts' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Aalberts' price. Additionally, you may evaluate how the addition of Aalberts to your portfolios can decrease your overall portfolio volatility.
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