APPLE HOSPITALITY (Germany) Alpha and Beta Analysis
| 48T Stock | EUR 15.08 0.24 1.57% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as APPLE HOSPITALITY REIT. It also helps investors analyze the systematic and unsystematic risks associated with investing in APPLE HOSPITALITY over a specified time horizon. Remember, high APPLE HOSPITALITY'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 APPLE HOSPITALITY's market risk premium analysis include:
Beta 1.23 | Alpha 0.17 | Risk 1.8 | Sharpe Ratio 0.18 | Expected Return 0.32 |
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.
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APPLE HOSPITALITY Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. APPLE HOSPITALITY market risk premium is the additional return an investor will receive from holding APPLE HOSPITALITY 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 APPLE HOSPITALITY. 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 APPLE HOSPITALITY's performance over market.| α | 0.17 | β | 1.23 |
APPLE HOSPITALITY 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 APPLE HOSPITALITY's Buy-and-hold return. Our buy-and-hold chart shows how APPLE HOSPITALITY performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.APPLE HOSPITALITY Market Price Analysis
Market price analysis indicators help investors to evaluate how APPLE HOSPITALITY stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading APPLE HOSPITALITY shares will generate the highest return on investment. By understating and applying APPLE HOSPITALITY stock market price indicators, traders can identify APPLE HOSPITALITY position entry and exit signals to maximize returns.
APPLE HOSPITALITY Return and Market Media
The median price of APPLE HOSPITALITY for the period between Thu, Sep 12, 2024 and Wed, Dec 11, 2024 is 13.56 with a coefficient of variation of 6.44. The daily time series for the period is distributed with a sample standard deviation of 0.89, arithmetic mean of 13.82, and mean deviation of 0.76. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About APPLE HOSPITALITY 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 APPLE or other stocks. Alpha measures the amount that position in APPLE HOSPITALITY REIT 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 APPLE HOSPITALITY 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, APPLE HOSPITALITY's short interest history, or implied volatility extrapolated from APPLE HOSPITALITY options trading.
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Additional Information and Resources on Investing in APPLE Stock
When determining whether APPLE HOSPITALITY REIT is a strong investment it is important to analyze APPLE HOSPITALITY's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact APPLE HOSPITALITY's future performance. For an informed investment choice regarding APPLE Stock, refer to the following important reports:Check out APPLE HOSPITALITY Backtesting, APPLE HOSPITALITY Valuation, APPLE HOSPITALITY Correlation, APPLE HOSPITALITY Hype Analysis, APPLE HOSPITALITY Volatility, APPLE HOSPITALITY History and analyze APPLE HOSPITALITY Performance. You can also try the Sign In To Macroaxis module to sign in to explore Macroaxis' wealth optimization platform and fintech modules.
APPLE HOSPITALITY 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.