INDUSTRIAL MEDICAL (Nigeria) Alpha and Beta Analysis
| IMG Stock | 37.95 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as INDUSTRIAL MEDICAL GASES. It also helps investors analyze the systematic and unsystematic risks associated with investing in INDUSTRIAL MEDICAL over a specified time horizon. Remember, high INDUSTRIAL MEDICAL'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 INDUSTRIAL MEDICAL's market risk premium analysis include:
Beta (0) | Alpha 0.12 | Risk 1.07 | Sharpe Ratio 0.13 | Expected Return 0.14 |
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.
INDUSTRIAL |
INDUSTRIAL MEDICAL Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. INDUSTRIAL MEDICAL market risk premium is the additional return an investor will receive from holding INDUSTRIAL MEDICAL 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 INDUSTRIAL MEDICAL. 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 INDUSTRIAL MEDICAL's performance over market.| α | 0.12 | β | -0.0011 |
INDUSTRIAL MEDICAL Return and Market Media
The median price of INDUSTRIAL MEDICAL for the period between Sat, Sep 14, 2024 and Fri, Dec 13, 2024 is 35.0 with a coefficient of variation of 3.85. The daily time series for the period is distributed with a sample standard deviation of 1.38, arithmetic mean of 35.94, and mean deviation of 1.28. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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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 INDUSTRIAL MEDICAL 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, INDUSTRIAL MEDICAL's short interest history, or implied volatility extrapolated from INDUSTRIAL MEDICAL options trading.
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Additional Tools for INDUSTRIAL Stock Analysis
When running INDUSTRIAL MEDICAL's price analysis, check to measure INDUSTRIAL MEDICAL'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 INDUSTRIAL MEDICAL is operating at the current time. Most of INDUSTRIAL MEDICAL's value examination focuses on studying past and present price action to predict the probability of INDUSTRIAL MEDICAL's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move INDUSTRIAL MEDICAL's price. Additionally, you may evaluate how the addition of INDUSTRIAL MEDICAL to your portfolios can decrease your overall portfolio volatility.