AFRICAN DISTILLERS (Zimbabwe) Alpha and Beta Analysis
| AFDS Stock | 691.00 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as AFRICAN DISTILLERS LIMITED. It also helps investors analyze the systematic and unsystematic risks associated with investing in AFRICAN DISTILLERS over a specified time horizon. Remember, high AFRICAN DISTILLERS'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 AFRICAN DISTILLERS's market risk premium analysis include:
Beta 0.49 | Alpha 0.0201 | Risk 3.61 | Sharpe Ratio 0.0121 | Expected Return 0.0435 |
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.
AFRICAN |
AFRICAN DISTILLERS Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. AFRICAN DISTILLERS market risk premium is the additional return an investor will receive from holding AFRICAN DISTILLERS 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 AFRICAN DISTILLERS. 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 AFRICAN DISTILLERS's performance over market.| α | 0.02 | β | 0.49 |
AFRICAN DISTILLERS Return and Market Media
The median price of AFRICAN DISTILLERS for the period between Sat, Sep 28, 2024 and Fri, Dec 27, 2024 is 700.0 with a coefficient of variation of 7.98. The daily time series for the period is distributed with a sample standard deviation of 59.07, arithmetic mean of 740.26, and mean deviation of 54.95. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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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 AFRICAN DISTILLERS 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, AFRICAN DISTILLERS's short interest history, or implied volatility extrapolated from AFRICAN DISTILLERS options trading.
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Additional Tools for AFRICAN Stock Analysis
When running AFRICAN DISTILLERS's price analysis, check to measure AFRICAN DISTILLERS's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy AFRICAN DISTILLERS is operating at the current time. Most of AFRICAN DISTILLERS's value examination focuses on studying past and present price action to predict the probability of AFRICAN DISTILLERS's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AFRICAN DISTILLERS's price. Additionally, you may evaluate how the addition of AFRICAN DISTILLERS to your portfolios can decrease your overall portfolio volatility.