Bufab Holding (Sweden) Alpha and Beta Analysis
| BUFAB Stock | SEK 415.00 3.60 0.86% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Bufab Holding AB. It also helps investors analyze the systematic and unsystematic risks associated with investing in Bufab Holding over a specified time horizon. Remember, high Bufab Holding'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 Bufab Holding's market risk premium analysis include:
Beta 0.55 | Alpha (0.10) | Risk 2.15 | Sharpe Ratio (0.02) | Expected Return (0.05) |
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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Bufab Holding Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Bufab Holding market risk premium is the additional return an investor will receive from holding Bufab Holding 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 Bufab Holding. 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 Bufab Holding's performance over market.| α | -0.1 | β | 0.55 |
Bufab Holding 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 Bufab Holding's Buy-and-hold return. Our buy-and-hold chart shows how Bufab Holding performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Bufab Holding Market Price Analysis
Market price analysis indicators help investors to evaluate how Bufab Holding stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Bufab Holding shares will generate the highest return on investment. By understating and applying Bufab Holding stock market price indicators, traders can identify Bufab Holding position entry and exit signals to maximize returns.
Bufab Holding Return and Market Media
The median price of Bufab Holding for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 389.4 with a coefficient of variation of 6.53. The daily time series for the period is distributed with a sample standard deviation of 25.4, arithmetic mean of 388.81, and mean deviation of 22.38. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Bufab Holding 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 Bufab or other stocks. Alpha measures the amount that position in Bufab Holding AB 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 Bufab Holding 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, Bufab Holding's short interest history, or implied volatility extrapolated from Bufab Holding options trading.
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Additional Tools for Bufab Stock Analysis
When running Bufab Holding's price analysis, check to measure Bufab Holding'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 Bufab Holding is operating at the current time. Most of Bufab Holding's value examination focuses on studying past and present price action to predict the probability of Bufab Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bufab Holding's price. Additionally, you may evaluate how the addition of Bufab Holding to your portfolios can decrease your overall portfolio volatility.