Hermes International (France) Alpha and Beta Analysis
| RMS Stock | EUR 2,298 52.00 2.21% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Hermes International SCA. It also helps investors analyze the systematic and unsystematic risks associated with investing in Hermes International over a specified time horizon. Remember, high Hermes 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 Hermes International's market risk premium analysis include:
Beta 0.44 | Alpha 0.35 | Risk 1.25 | Sharpe Ratio 0.24 | Expected Return 0.31 |
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.
Hermes |
Hermes International Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Hermes International market risk premium is the additional return an investor will receive from holding Hermes 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 Hermes 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 Hermes International's performance over market.| α | 0.35 | β | 0.44 |
Hermes 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 Hermes International's Buy-and-hold return. Our buy-and-hold chart shows how Hermes International performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Hermes International Market Price Analysis
Market price analysis indicators help investors to evaluate how Hermes 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 Hermes International shares will generate the highest return on investment. By understating and applying Hermes International stock market price indicators, traders can identify Hermes International position entry and exit signals to maximize returns.
Hermes International Return and Market Media
The median price of Hermes International for the period between Wed, Jan 31, 2024 and Tue, Apr 30, 2024 is 2301.0 with a coefficient of variation of 6.62. The daily time series for the period is distributed with a sample standard deviation of 148.95, arithmetic mean of 2248.44, and mean deviation of 117.66. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Hermes 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 Hermes or other stocks. Alpha measures the amount that position in Hermes International SCA 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 Hermes 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, Hermes International's short interest history, or implied volatility extrapolated from Hermes International options trading.
Build Portfolio with Hermes 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 Hermes International Backtesting, Hermes International Valuation, Hermes International Correlation, Hermes International Hype Analysis, Hermes International Volatility, Hermes International History and analyze Hermes International Performance. You can also try the Bollinger Bands module to use Bollinger Bands indicator to analyze target price for a given investing horizon.
Complementary Tools for Hermes Stock analysis
When running Hermes International's price analysis, check to measure Hermes 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 Hermes International is operating at the current time. Most of Hermes International's value examination focuses on studying past and present price action to predict the probability of Hermes 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 Hermes International's price. Additionally, you may evaluate how the addition of Hermes International to your portfolios can decrease your overall portfolio volatility.
| Global Markets Map Get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes | |
| Portfolio Manager State of the art Portfolio Manager to monitor and improve performance of your invested capital | |
| USA ETFs Find actively traded Exchange Traded Funds (ETF) in USA | |
| Idea Optimizer Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio | |
| Stock Screener Find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook. | |
| Top Crypto Exchanges Search and analyze digital assets across top global cryptocurrency exchanges | |
| Sign In To Macroaxis Sign in to explore Macroaxis' wealth optimization platform and fintech modules | |
| Price Exposure Probability Analyze equity upside and downside potential for a given time horizon across multiple markets | |
| Commodity Directory Find actively traded commodities issued by global exchanges | |
| Bond Analysis Evaluate and analyze corporate bonds as a potential investment for your portfolios. | |
| Investing Opportunities Build portfolios using our predefined set of ideas and optimize them against your investing preferences | |
| Equity Analysis Research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities |
Hermes 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.