NSE SA (France) Alpha and Beta Analysis
| ALNSE Stock | EUR 29.00 0.10 0.35% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as NSE SA. It also helps investors analyze the systematic and unsystematic risks associated with investing in NSE SA over a specified time horizon. Remember, high NSE SA'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 NSE SA's market risk premium analysis include:
Beta (0.02) | Alpha 0.042 | Risk 1.19 | Sharpe Ratio 0.0426 | Expected Return 0.0507 |
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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NSE SA Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. NSE SA market risk premium is the additional return an investor will receive from holding NSE SA 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 NSE SA. 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 NSE SA's performance over market.| α | 0.04 | β | -0.02 |
NSE SA 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 NSE SA's Buy-and-hold return. Our buy-and-hold chart shows how NSE SA performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.NSE SA Market Price Analysis
Market price analysis indicators help investors to evaluate how NSE SA stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading NSE SA shares will generate the highest return on investment. By understating and applying NSE SA stock market price indicators, traders can identify NSE SA position entry and exit signals to maximize returns.
NSE SA Return and Market Media
The median price of NSE SA for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 29.6 with a coefficient of variation of 1.86. The daily time series for the period is distributed with a sample standard deviation of 0.55, arithmetic mean of 29.46, and mean deviation of 0.43. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About NSE SA 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 NSE or other stocks. Alpha measures the amount that position in NSE SA 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 NSE SA 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, NSE SA's short interest history, or implied volatility extrapolated from NSE SA options trading.
Build Portfolio with NSE SA
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Additional Tools for NSE Stock Analysis
When running NSE SA's price analysis, check to measure NSE SA'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 NSE SA is operating at the current time. Most of NSE SA's value examination focuses on studying past and present price action to predict the probability of NSE SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move NSE SA's price. Additionally, you may evaluate how the addition of NSE SA to your portfolios can decrease your overall portfolio volatility.