Keurig Dr (Germany) Alpha and Beta Analysis
| DP5 Stock | EUR 30.87 0.10 0.32% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Keurig Dr Pepper. It also helps investors analyze the systematic and unsystematic risks associated with investing in Keurig Dr over a specified time horizon. Remember, high Keurig Dr'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 Keurig Dr's market risk premium analysis include:
Beta 0.41 | Alpha (0.16) | Risk 1.42 | Sharpe Ratio (0.08) | Expected Return (0.11) |
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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Keurig Dr Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Keurig Dr market risk premium is the additional return an investor will receive from holding Keurig Dr 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 Keurig Dr. 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 Keurig Dr's performance over market.| α | -0.16 | β | 0.41 |
Keurig Dr 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 Keurig Dr's Buy-and-hold return. Our buy-and-hold chart shows how Keurig Dr performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Keurig Dr Market Price Analysis
Market price analysis indicators help investors to evaluate how Keurig Dr stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Keurig Dr shares will generate the highest return on investment. By understating and applying Keurig Dr stock market price indicators, traders can identify Keurig Dr position entry and exit signals to maximize returns.
Keurig Dr Return and Market Media
The median price of Keurig Dr for the period between Fri, Sep 27, 2024 and Thu, Dec 26, 2024 is 31.56 with a coefficient of variation of 4.13. The daily time series for the period is distributed with a sample standard deviation of 1.31, arithmetic mean of 31.78, and mean deviation of 1.14. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Keurig Dr 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 Keurig or other stocks. Alpha measures the amount that position in Keurig Dr Pepper 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 Keurig Dr 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, Keurig Dr's short interest history, or implied volatility extrapolated from Keurig Dr options trading.
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Additional Information and Resources on Investing in Keurig Stock
When determining whether Keurig Dr Pepper is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Keurig Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Keurig Dr Pepper Stock. Highlighted below are key reports to facilitate an investment decision about Keurig Dr Pepper Stock:Check out Keurig Dr Backtesting, Keurig Dr Valuation, Keurig Dr Correlation, Keurig Dr Hype Analysis, Keurig Dr Volatility, Keurig Dr History and analyze Keurig Dr Performance. You can also try the Portfolio Analyzer module to portfolio analysis module that provides access to portfolio diagnostics and optimization engine.
Keurig Dr 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.