Deutsche Boerse Ag Stock Alpha and Beta Analysis
| DBOEY Stock | USD 23.58 0.06 0.26% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Deutsche Boerse AG. It also helps investors analyze the systematic and unsystematic risks associated with investing in Deutsche Boerse over a specified time horizon. Remember, high Deutsche Boerse'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 Deutsche Boerse's market risk premium analysis include:
Beta 0.14 | Alpha 0.0463 | Risk 1.07 | Sharpe Ratio 0.0554 | Expected Return 0.059 |
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.
Deutsche |
Deutsche Boerse Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Deutsche Boerse market risk premium is the additional return an investor will receive from holding Deutsche Boerse 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 Deutsche Boerse. 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 Deutsche Boerse's performance over market.| α | 0.05 | β | 0.14 |
Deutsche Boerse 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 Deutsche Boerse's Buy-and-hold return. Our buy-and-hold chart shows how Deutsche Boerse performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Deutsche Boerse Market Price Analysis
Market price analysis indicators help investors to evaluate how Deutsche Boerse pink sheet reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Deutsche Boerse shares will generate the highest return on investment. By understating and applying Deutsche Boerse pink sheet market price indicators, traders can identify Deutsche Boerse position entry and exit signals to maximize returns.
Deutsche Boerse Return and Market Media
Price Growth (%) |
| Timeline |
About Deutsche Boerse 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 Deutsche or other pink sheets. Alpha measures the amount that position in Deutsche Boerse AG 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 Deutsche Boerse 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, Deutsche Boerse's short interest history, or implied volatility extrapolated from Deutsche Boerse options trading.
Build Portfolio with Deutsche Boerse
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
Additional Tools for Deutsche Pink Sheet Analysis
When running Deutsche Boerse's price analysis, check to measure Deutsche Boerse'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 Deutsche Boerse is operating at the current time. Most of Deutsche Boerse's value examination focuses on studying past and present price action to predict the probability of Deutsche Boerse's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Deutsche Boerse's price. Additionally, you may evaluate how the addition of Deutsche Boerse to your portfolios can decrease your overall portfolio volatility.