Service Properties (Germany) Alpha and Beta Analysis
| HPO Stock | EUR 2.63 0.21 8.68% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Service Properties Trust. It also helps investors analyze the systematic and unsystematic risks associated with investing in Service Properties over a specified time horizon. Remember, high Service Properties' 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 Service Properties' market risk premium analysis include:
Beta 1.08 | Alpha (0.68) | Risk 4.77 | Sharpe Ratio (0.13) | Expected Return (0.61) |
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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Service Properties Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Service Properties market risk premium is the additional return an investor will receive from holding Service Properties 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 Service Properties. 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 Service Properties' performance over market.| α | -0.68 | β | 1.08 |
Service Properties 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 Service Properties' Buy-and-hold return. Our buy-and-hold chart shows how Service Properties performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Service Properties Market Price Analysis
Market price analysis indicators help investors to evaluate how Service Properties stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Service Properties shares will generate the highest return on investment. By understating and applying Service Properties stock market price indicators, traders can identify Service Properties position entry and exit signals to maximize returns.
Service Properties Return and Market Media
The median price of Service Properties for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 3.8 with a coefficient of variation of 20.07. The daily time series for the period is distributed with a sample standard deviation of 0.69, arithmetic mean of 3.43, and mean deviation of 0.63. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Service Properties 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 Service or other stocks. Alpha measures the amount that position in Service Properties Trust 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 Service Properties 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, Service Properties' short interest history, or implied volatility extrapolated from Service Properties options trading.
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Additional Information and Resources on Investing in Service Stock
When determining whether Service Properties Trust offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Service Properties' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Service Properties Trust Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Service Properties Trust Stock:Check out Service Properties Backtesting, Service Properties Valuation, Service Properties Correlation, Service Properties Hype Analysis, Service Properties Volatility, Service Properties History and analyze Service Properties Performance. You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
Service Properties 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.