Benchmark Electronics (Germany) Alpha and Beta Analysis
| BMU Stock | EUR 45.00 0.20 0.44% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Benchmark Electronics. It also helps investors analyze the systematic and unsystematic risks associated with investing in Benchmark Electronics over a specified time horizon. Remember, high Benchmark Electronics' 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 Benchmark Electronics' market risk premium analysis include:
Beta 2.18 | Alpha (0.01) | Risk 2.4 | Sharpe Ratio 0.12 | Expected Return 0.29 |
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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Benchmark Electronics Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Benchmark Electronics market risk premium is the additional return an investor will receive from holding Benchmark Electronics 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 Benchmark Electronics. 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 Benchmark Electronics' performance over market.| α | -0.0053 | β | 2.18 |
Benchmark Electronics 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 Benchmark Electronics' Buy-and-hold return. Our buy-and-hold chart shows how Benchmark Electronics performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Benchmark Electronics Market Price Analysis
Market price analysis indicators help investors to evaluate how Benchmark Electronics stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Benchmark Electronics shares will generate the highest return on investment. By understating and applying Benchmark Electronics stock market price indicators, traders can identify Benchmark Electronics position entry and exit signals to maximize returns.
Benchmark Electronics Return and Market Media
The median price of Benchmark Electronics for the period between Tue, Sep 3, 2024 and Mon, Dec 2, 2024 is 39.6 with a coefficient of variation of 8.47. The daily time series for the period is distributed with a sample standard deviation of 3.45, arithmetic mean of 40.79, and mean deviation of 2.79. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Benchmark Electronics 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 Benchmark or other stocks. Alpha measures the amount that position in Benchmark Electronics 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 Benchmark Electronics 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, Benchmark Electronics' short interest history, or implied volatility extrapolated from Benchmark Electronics options trading.
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Additional Information and Resources on Investing in Benchmark Stock
When determining whether Benchmark Electronics is a strong investment it is important to analyze Benchmark Electronics' 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 Benchmark Electronics' future performance. For an informed investment choice regarding Benchmark Stock, refer to the following important reports:Check out Benchmark Electronics Backtesting, Benchmark Electronics Valuation, Benchmark Electronics Correlation, Benchmark Electronics Hype Analysis, Benchmark Electronics Volatility, Benchmark Electronics History and analyze Benchmark Electronics Performance. For more detail on how to invest in Benchmark Stock please use our How to Invest in Benchmark Electronics guide.You can also try the Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes.
Benchmark Electronics 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.