EXPRES2ION BIOTECH (Germany) Alpha and Beta Analysis
| 5JD Stock | EUR 1.77 0.06 3.28% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as EXPRES2ION BIOTECH HLDG. It also helps investors analyze the systematic and unsystematic risks associated with investing in EXPRES2ION BIOTECH over a specified time horizon. Remember, high EXPRES2ION BIOTECH'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 EXPRES2ION BIOTECH's market risk premium analysis include:
Beta (0.75) | Alpha (0.04) | Risk 12.77 | Sharpe Ratio 0.0127 | Expected Return 0.16 |
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.
EXPRES2ION |
EXPRES2ION BIOTECH Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. EXPRES2ION BIOTECH market risk premium is the additional return an investor will receive from holding EXPRES2ION BIOTECH 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 EXPRES2ION BIOTECH. 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 EXPRES2ION BIOTECH's performance over market.| α | -0.04 | β | -0.75 |
EXPRES2ION BIOTECH 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 EXPRES2ION BIOTECH's Buy-and-hold return. Our buy-and-hold chart shows how EXPRES2ION BIOTECH performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.EXPRES2ION BIOTECH Market Price Analysis
Market price analysis indicators help investors to evaluate how EXPRES2ION BIOTECH stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading EXPRES2ION BIOTECH shares will generate the highest return on investment. By understating and applying EXPRES2ION BIOTECH stock market price indicators, traders can identify EXPRES2ION BIOTECH position entry and exit signals to maximize returns.
EXPRES2ION BIOTECH Return and Market Media
The median price of EXPRES2ION BIOTECH for the period between Sun, Sep 22, 2024 and Sat, Dec 21, 2024 is 2.16 with a coefficient of variation of 17.92. The daily time series for the period is distributed with a sample standard deviation of 0.39, arithmetic mean of 2.16, and mean deviation of 0.3. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About EXPRES2ION BIOTECH 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 EXPRES2ION or other stocks. Alpha measures the amount that position in EXPRES2ION BIOTECH HLDG 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 EXPRES2ION BIOTECH 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, EXPRES2ION BIOTECH's short interest history, or implied volatility extrapolated from EXPRES2ION BIOTECH options trading.
Build Portfolio with EXPRES2ION BIOTECH
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Other Information on Investing in EXPRES2ION Stock
EXPRES2ION BIOTECH financial ratios help investors to determine whether EXPRES2ION 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 EXPRES2ION with respect to the benefits of owning EXPRES2ION BIOTECH security.