American Woodmark (Germany) Alpha and Beta Analysis
| AHQ Stock | EUR 77.00 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 American Woodmark. It also helps investors analyze the systematic and unsystematic risks associated with investing in American Woodmark over a specified time horizon. Remember, high American Woodmark'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 American Woodmark's market risk premium analysis include:
Beta 0.14 | Alpha (0.12) | Risk 2.18 | Sharpe Ratio (0.04) | Expected Return (0.1) |
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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American Woodmark Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. American Woodmark market risk premium is the additional return an investor will receive from holding American Woodmark 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 American Woodmark. 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 American Woodmark's performance over market.| α | -0.12 | β | 0.14 |
American Woodmark 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 American Woodmark's Buy-and-hold return. Our buy-and-hold chart shows how American Woodmark performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.American Woodmark Market Price Analysis
Market price analysis indicators help investors to evaluate how American Woodmark stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading American Woodmark shares will generate the highest return on investment. By understating and applying American Woodmark stock market price indicators, traders can identify American Woodmark position entry and exit signals to maximize returns.
American Woodmark Return and Market Media
The median price of American Woodmark for the period between Sat, Sep 28, 2024 and Fri, Dec 27, 2024 is 84.5 with a coefficient of variation of 5.24. The daily time series for the period is distributed with a sample standard deviation of 4.49, arithmetic mean of 85.69, and mean deviation of 3.63. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About American Woodmark 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 American or other stocks. Alpha measures the amount that position in American Woodmark 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 American Woodmark 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, American Woodmark's short interest history, or implied volatility extrapolated from American Woodmark options trading.
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Additional Information and Resources on Investing in American Stock
When determining whether American Woodmark is a strong investment it is important to analyze American Woodmark's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact American Woodmark's future performance. For an informed investment choice regarding American Stock, refer to the following important reports:Check out American Woodmark Backtesting, American Woodmark Valuation, American Woodmark Correlation, American Woodmark Hype Analysis, American Woodmark Volatility, American Woodmark History and analyze American Woodmark Performance. For more detail on how to invest in American Stock please use our How to Invest in American Woodmark guide.You can also try the Equity Valuation module to check real value of public entities based on technical and fundamental data.
American Woodmark 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.