HSBC SP (Germany) Alpha and Beta Analysis
| H4ZF Etf | EUR 58.15 0.22 0.38% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as HSBC SP 500. It also helps investors analyze the systematic and unsystematic risks associated with investing in HSBC SP over a specified time horizon. Remember, high HSBC SP'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 HSBC SP's market risk premium analysis include:
Beta 0.59 | Alpha 0.16 | Risk 0.87 | Sharpe Ratio 0.24 | Expected Return 0.21 |
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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HSBC SP Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. HSBC SP market risk premium is the additional return an investor will receive from holding HSBC SP 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 HSBC SP. 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 HSBC SP's performance over market.| α | 0.16 | β | 0.59 |
HSBC SP 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 HSBC SP's Buy-and-hold return. Our buy-and-hold chart shows how HSBC SP performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.HSBC SP Market Price Analysis
Market price analysis indicators help investors to evaluate how HSBC SP etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading HSBC SP shares will generate the highest return on investment. By understating and applying HSBC SP etf market price indicators, traders can identify HSBC SP position entry and exit signals to maximize returns.
HSBC SP Return and Market Media
The median price of HSBC SP for the period between Fri, Sep 13, 2024 and Thu, Dec 12, 2024 is 54.4 with a coefficient of variation of 4.63. The daily time series for the period is distributed with a sample standard deviation of 2.52, arithmetic mean of 54.49, and mean deviation of 2.14. The Etf did not receive any noticable media coverage during the period. Price Growth (%) |
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About HSBC SP 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 HSBC or other etfs. Alpha measures the amount that position in HSBC SP 500 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 HSBC SP 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, HSBC SP's short interest history, or implied volatility extrapolated from HSBC SP options trading.
Build Portfolio with HSBC SP
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Other Information on Investing in HSBC Etf
HSBC SP financial ratios help investors to determine whether HSBC Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in HSBC with respect to the benefits of owning HSBC SP security.