METALL ZUG (UK) Alpha and Beta Analysis
| 0QLX Stock | 1,145 20.00 1.78% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as METALL ZUG AG. It also helps investors analyze the systematic and unsystematic risks associated with investing in METALL ZUG over a specified time horizon. Remember, high METALL ZUG'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 METALL ZUG's market risk premium analysis include:
Beta (0.17) | Alpha (0.06) | Risk 0.9 | Sharpe Ratio (0.09) | Expected Return (0.08) |
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.
METALL |
METALL ZUG Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. METALL ZUG market risk premium is the additional return an investor will receive from holding METALL ZUG 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 METALL ZUG. 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 METALL ZUG's performance over market.| α | -0.06 | β | -0.17 |
METALL ZUG 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 METALL ZUG's Buy-and-hold return. Our buy-and-hold chart shows how METALL ZUG performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.METALL ZUG Market Price Analysis
Market price analysis indicators help investors to evaluate how METALL ZUG stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading METALL ZUG shares will generate the highest return on investment. By understating and applying METALL ZUG stock market price indicators, traders can identify METALL ZUG position entry and exit signals to maximize returns.
METALL ZUG Return and Market Media
The median price of METALL ZUG for the period between Fri, Sep 13, 2024 and Thu, Dec 12, 2024 is 1205.0 with a coefficient of variation of 2.66. The daily time series for the period is distributed with a sample standard deviation of 31.6, arithmetic mean of 1186.51, and mean deviation of 26.01. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | At CHF1,140, Is Metall Zug AG Worth Looking At Closely - Simply Wall St | 12/02/2024 |
About METALL ZUG 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 METALL or other stocks. Alpha measures the amount that position in METALL ZUG 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 METALL ZUG 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, METALL ZUG's short interest history, or implied volatility extrapolated from METALL ZUG options trading.
Build Portfolio with METALL ZUG
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 METALL Stock Analysis
When running METALL ZUG's price analysis, check to measure METALL ZUG'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 METALL ZUG is operating at the current time. Most of METALL ZUG's value examination focuses on studying past and present price action to predict the probability of METALL ZUG's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move METALL ZUG's price. Additionally, you may evaluate how the addition of METALL ZUG to your portfolios can decrease your overall portfolio volatility.