Western Copper (Germany) Alpha and Beta Analysis
| 31WN Stock | EUR 1.04 0.01 0.97% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Western Copper and. It also helps investors analyze the systematic and unsystematic risks associated with investing in Western Copper over a specified time horizon. Remember, high Western Copper'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 Western Copper's market risk premium analysis include:
Beta 0.85 | Alpha (0.02) | Risk 3.35 | Sharpe Ratio 0.03 | 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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Western Copper Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Western Copper market risk premium is the additional return an investor will receive from holding Western Copper 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 Western Copper. 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 Western Copper's performance over market.| α | -0.02 | β | 0.85 |
Western Copper 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 Western Copper's Buy-and-hold return. Our buy-and-hold chart shows how Western Copper performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Western Copper Market Price Analysis
Market price analysis indicators help investors to evaluate how Western Copper stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Western Copper shares will generate the highest return on investment. By understating and applying Western Copper stock market price indicators, traders can identify Western Copper position entry and exit signals to maximize returns.
Western Copper Return and Market Media
The median price of Western Copper for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 1.05 with a coefficient of variation of 4.68. The daily time series for the period is distributed with a sample standard deviation of 0.05, arithmetic mean of 1.06, and mean deviation of 0.04. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Western Copper 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 Western or other stocks. Alpha measures the amount that position in Western Copper 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 Western Copper 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, Western Copper's short interest history, or implied volatility extrapolated from Western Copper options trading.
Build Portfolio with Western Copper
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Additional Information and Resources on Investing in Western Stock
When determining whether Western Copper offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Western Copper's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Western Copper And Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Western Copper And Stock:Check out Western Copper Backtesting, Western Copper Valuation, Western Copper Correlation, Western Copper Hype Analysis, Western Copper Volatility, Western Copper History and analyze Western Copper Performance. You can also try the ETF Categories module to list of ETF categories grouped based on various criteria, such as the investment strategy or type of investments.
Western Copper 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.