Adyen NV (Germany) Alpha and Beta Analysis
| 1N8 Stock | EUR 1,398 0.20 0.01% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Adyen NV. It also helps investors analyze the systematic and unsystematic risks associated with investing in Adyen NV over a specified time horizon. Remember, high Adyen NV'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 Adyen NV's market risk premium analysis include:
Beta 0.27 | Alpha 0.087 | Risk 2.19 | Sharpe Ratio 0.0845 | Expected Return 0.19 |
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.
Adyen |
Adyen NV Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Adyen NV market risk premium is the additional return an investor will receive from holding Adyen NV 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 Adyen NV. 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 Adyen NV's performance over market.| α | 0.09 | β | 0.27 |
Adyen NV 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 Adyen NV's Buy-and-hold return. Our buy-and-hold chart shows how Adyen NV performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Adyen NV Market Price Analysis
Market price analysis indicators help investors to evaluate how Adyen NV stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Adyen NV shares will generate the highest return on investment. By understating and applying Adyen NV stock market price indicators, traders can identify Adyen NV position entry and exit signals to maximize returns.
Adyen NV Return and Market Media
The median price of Adyen NV for the period between Thu, Sep 5, 2024 and Wed, Dec 4, 2024 is 1364.0 with a coefficient of variation of 4.42. The daily time series for the period is distributed with a sample standard deviation of 59.67, arithmetic mean of 1348.54, and mean deviation of 50.84. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Adyen NV 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 Adyen or other stocks. Alpha measures the amount that position in Adyen NV 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 Adyen NV 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, Adyen NV's short interest history, or implied volatility extrapolated from Adyen NV options trading.
Build Portfolio with Adyen NV
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Other Information on Investing in Adyen Stock
Adyen NV financial ratios help investors to determine whether Adyen Stock 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 Adyen with respect to the benefits of owning Adyen NV security.