Grupo Aeroportuario (Germany) Alpha and Beta Analysis
| G9N1 Stock | EUR 17.10 0.10 0.58% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Grupo Aeroportuario del. It also helps investors analyze the systematic and unsystematic risks associated with investing in Grupo Aeroportuario over a specified time horizon. Remember, high Grupo Aeroportuario'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 Grupo Aeroportuario's market risk premium analysis include:
Beta 2.14 | Alpha 0.96 | Risk 9 | Sharpe Ratio 0.14 | Expected Return 1.23 |
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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Grupo Aeroportuario Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Grupo Aeroportuario market risk premium is the additional return an investor will receive from holding Grupo Aeroportuario 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 Grupo Aeroportuario. 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 Grupo Aeroportuario's performance over market.| α | 0.96 | β | 2.14 |
Grupo Aeroportuario 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 Grupo Aeroportuario's Buy-and-hold return. Our buy-and-hold chart shows how Grupo Aeroportuario performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Grupo Aeroportuario Market Price Analysis
Market price analysis indicators help investors to evaluate how Grupo Aeroportuario stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Grupo Aeroportuario shares will generate the highest return on investment. By understating and applying Grupo Aeroportuario stock market price indicators, traders can identify Grupo Aeroportuario position entry and exit signals to maximize returns.
Grupo Aeroportuario Return and Market Media
The median price of Grupo Aeroportuario for the period between Thu, Sep 5, 2024 and Wed, Dec 4, 2024 is 9.53 with a coefficient of variation of 23.56. The daily time series for the period is distributed with a sample standard deviation of 2.43, arithmetic mean of 10.33, and mean deviation of 1.47. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Grupo Aeroportuario 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 Grupo or other stocks. Alpha measures the amount that position in Grupo Aeroportuario del 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 Grupo Aeroportuario 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, Grupo Aeroportuario's short interest history, or implied volatility extrapolated from Grupo Aeroportuario options trading.
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Additional Information and Resources on Investing in Grupo Stock
When determining whether Grupo Aeroportuario del offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Grupo Aeroportuario'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 Grupo Aeroportuario Del Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Grupo Aeroportuario Del Stock:Check out Grupo Aeroportuario Backtesting, Grupo Aeroportuario Valuation, Grupo Aeroportuario Correlation, Grupo Aeroportuario Hype Analysis, Grupo Aeroportuario Volatility, Grupo Aeroportuario History and analyze Grupo Aeroportuario Performance. You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
Grupo Aeroportuario 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.