Betacom SA (Poland) Alpha and Beta Analysis

BCM Stock   4.00  0.14  3.38%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Betacom SA. It also helps investors analyze the systematic and unsystematic risks associated with investing in Betacom SA over a specified time horizon. Remember, high Betacom 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 Betacom SA's market risk premium analysis include:
Beta
(0.07)
Alpha
(0.11)
Risk
2.34
Sharpe Ratio
(0.09)
Expected Return
(0.22)
Please note that although Betacom SA alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Betacom SA did 0.11  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Betacom SA stock's relative risk over its benchmark. Betacom SA has a beta of 0.07  . As returns on the market increase, returns on owning Betacom SA are expected to decrease at a much lower rate. During the bear market, Betacom SA is likely to outperform the market. .
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.
  
Check out Betacom SA Backtesting, Betacom SA Valuation, Betacom SA Correlation, Betacom SA Hype Analysis, Betacom SA Volatility, Betacom SA History and analyze Betacom SA Performance.

Betacom SA Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Betacom SA market risk premium is the additional return an investor will receive from holding Betacom 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 Betacom 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 Betacom SA's performance over market.
α-0.11   β-0.07

Betacom 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 Betacom SA's Buy-and-hold return. Our buy-and-hold chart shows how Betacom SA performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Betacom SA Market Price Analysis

Market price analysis indicators help investors to evaluate how Betacom 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 Betacom SA shares will generate the highest return on investment. By understating and applying Betacom SA stock market price indicators, traders can identify Betacom SA position entry and exit signals to maximize returns.

Betacom SA Return and Market Media

The median price of Betacom SA for the period between Fri, Sep 6, 2024 and Thu, Dec 5, 2024 is 4.34 with a coefficient of variation of 3.18. The daily time series for the period is distributed with a sample standard deviation of 0.14, arithmetic mean of 4.31, and mean deviation of 0.1. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Betacom 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 Betacom or other stocks. Alpha measures the amount that position in Betacom 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 Betacom 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, Betacom SA's short interest history, or implied volatility extrapolated from Betacom SA options trading.

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Additional Tools for Betacom Stock Analysis

When running Betacom SA's price analysis, check to measure Betacom 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 Betacom SA is operating at the current time. Most of Betacom SA's value examination focuses on studying past and present price action to predict the probability of Betacom 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 Betacom SA's price. Additionally, you may evaluate how the addition of Betacom SA to your portfolios can decrease your overall portfolio volatility.