AerCap Holdings (Germany) Alpha and Beta Analysis
| R1D Stock | EUR 92.56 1.14 1.22% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as AerCap Holdings NV. It also helps investors analyze the systematic and unsystematic risks associated with investing in AerCap Holdings over a specified time horizon. Remember, high AerCap Holdings' 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 AerCap Holdings' market risk premium analysis include:
Beta 1.04 | Alpha 0.0218 | Risk 1.37 | Sharpe Ratio 0.16 | Expected Return 0.22 |
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.
AerCap |
AerCap Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. AerCap Holdings market risk premium is the additional return an investor will receive from holding AerCap Holdings 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 AerCap Holdings. 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 AerCap Holdings' performance over market.| α | 0.02 | β | 1.04 |
AerCap Holdings 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 AerCap Holdings' Buy-and-hold return. Our buy-and-hold chart shows how AerCap Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.AerCap Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how AerCap Holdings stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading AerCap Holdings shares will generate the highest return on investment. By understating and applying AerCap Holdings stock market price indicators, traders can identify AerCap Holdings position entry and exit signals to maximize returns.
AerCap Holdings Return and Market Media
The median price of AerCap Holdings for the period between Fri, Sep 6, 2024 and Thu, Dec 5, 2024 is 87.34 with a coefficient of variation of 4.11. The daily time series for the period is distributed with a sample standard deviation of 3.59, arithmetic mean of 87.38, and mean deviation of 2.94. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About AerCap Holdings 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 AerCap or other stocks. Alpha measures the amount that position in AerCap Holdings 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 AerCap Holdings 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, AerCap Holdings' short interest history, or implied volatility extrapolated from AerCap Holdings options trading.
Build Portfolio with AerCap Holdings
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 Information and Resources on Investing in AerCap Stock
When determining whether AerCap Holdings NV is a strong investment it is important to analyze AerCap Holdings' 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 AerCap Holdings' future performance. For an informed investment choice regarding AerCap Stock, refer to the following important reports:Check out AerCap Holdings Backtesting, AerCap Holdings Valuation, AerCap Holdings Correlation, AerCap Holdings Hype Analysis, AerCap Holdings Volatility, AerCap Holdings History and analyze AerCap Holdings Performance. You can also try the Stock Tickers module to use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites.
AerCap Holdings 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.