Svenska Handelsbanken (Sweden) Alpha and Beta Analysis
| SHB-B Stock | SEK 120.20 0.70 0.59% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Svenska Handelsbanken AB. It also helps investors analyze the systematic and unsystematic risks associated with investing in Svenska Handelsbanken over a specified time horizon. Remember, high Svenska Handelsbanken'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 Svenska Handelsbanken's market risk premium analysis include:
Beta 0.62 | Alpha (0.18) | Risk 1.92 | Sharpe Ratio (0.08) | Expected Return (0.15) |
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.
Svenska |
Svenska Handelsbanken Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Svenska Handelsbanken market risk premium is the additional return an investor will receive from holding Svenska Handelsbanken 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 Svenska Handelsbanken. 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 Svenska Handelsbanken's performance over market.| α | -0.18 | β | 0.62 |
Svenska Handelsbanken 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 Svenska Handelsbanken's Buy-and-hold return. Our buy-and-hold chart shows how Svenska Handelsbanken performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Svenska Handelsbanken Market Price Analysis
Market price analysis indicators help investors to evaluate how Svenska Handelsbanken stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Svenska Handelsbanken shares will generate the highest return on investment. By understating and applying Svenska Handelsbanken stock market price indicators, traders can identify Svenska Handelsbanken position entry and exit signals to maximize returns.
Svenska Handelsbanken Return and Market Media
The median price of Svenska Handelsbanken for the period between Sun, Jan 28, 2024 and Sat, Apr 27, 2024 is 137.88 with a coefficient of variation of 5.26. The daily time series for the period is distributed with a sample standard deviation of 7.32, arithmetic mean of 139.05, and mean deviation of 6.29. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Svenska Handelsbanken 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 Svenska or other stocks. Alpha measures the amount that position in Svenska Handelsbanken 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 Svenska Handelsbanken 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, Svenska Handelsbanken's short interest history, or implied volatility extrapolated from Svenska Handelsbanken options trading.
Build Portfolio with Svenska Handelsbanken
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 Svenska Handelsbanken Backtesting, Svenska Handelsbanken Valuation, Svenska Handelsbanken Correlation, Svenska Handelsbanken Hype Analysis, Svenska Handelsbanken Volatility, Svenska Handelsbanken History and analyze Svenska Handelsbanken Performance. Note that the Svenska Handelsbanken information on this page should be used as a complementary analysis to other Svenska Handelsbanken's 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 Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
Complementary Tools for Svenska Stock analysis
When running Svenska Handelsbanken's price analysis, check to measure Svenska Handelsbanken'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 Svenska Handelsbanken is operating at the current time. Most of Svenska Handelsbanken's value examination focuses on studying past and present price action to predict the probability of Svenska Handelsbanken's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Svenska Handelsbanken's price. Additionally, you may evaluate how the addition of Svenska Handelsbanken to your portfolios can decrease your overall portfolio volatility.
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