Thermador Groupe (France) Alpha and Beta Analysis
THEP Stock | EUR 81.20 1.20 1.50% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Thermador Groupe SA. It also helps investors analyze the systematic and unsystematic risks associated with investing in Thermador Groupe over a specified time horizon. Remember, high Thermador Groupe'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 Thermador Groupe's market risk premium analysis include:
Beta 0.33 | Alpha (0.03) | Risk 1.38 | Sharpe Ratio (0.03) | Expected Return (0.04) |
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.
Thermador |
Thermador Groupe Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Thermador Groupe market risk premium is the additional return an investor will receive from holding Thermador Groupe 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 Thermador Groupe. 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 Thermador Groupe's performance over market.α | -0.03 | β | 0.33 |
Thermador Groupe 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 Thermador Groupe's Buy-and-hold return. Our buy-and-hold chart shows how Thermador Groupe performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Thermador Groupe Market Price Analysis
Market price analysis indicators help investors to evaluate how Thermador Groupe stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Thermador Groupe shares will generate the highest return on investment. By understating and applying Thermador Groupe stock market price indicators, traders can identify Thermador Groupe position entry and exit signals to maximize returns.
Thermador Groupe Return and Market Media
The median price of Thermador Groupe for the period between Wed, Jan 31, 2024 and Tue, Apr 30, 2024 is 81.62 with a coefficient of variation of 3.19. The daily time series for the period is distributed with a sample standard deviation of 2.62, arithmetic mean of 82.09, and mean deviation of 2.14. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Thermador Groupe 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 Thermador or other stocks. Alpha measures the amount that position in Thermador Groupe 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 Thermador Groupe 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, Thermador Groupe's short interest history, or implied volatility extrapolated from Thermador Groupe options trading.
Build Portfolio with Thermador Groupe
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Check out Thermador Groupe Backtesting, Thermador Groupe Valuation, Thermador Groupe Correlation, Thermador Groupe Hype Analysis, Thermador Groupe Volatility, Thermador Groupe History and analyze Thermador Groupe Performance. You can also try the Sync Your Broker module to sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors..
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When running Thermador Groupe's price analysis, check to measure Thermador Groupe'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 Thermador Groupe is operating at the current time. Most of Thermador Groupe's value examination focuses on studying past and present price action to predict the probability of Thermador Groupe's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Thermador Groupe's price. Additionally, you may evaluate how the addition of Thermador Groupe to your portfolios can decrease your overall portfolio volatility.
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