Amundi SP (France) Alpha and Beta Analysis

MATW Etf  EUR 12.11  0.19  1.54%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Amundi SP Global. It also helps investors analyze the systematic and unsystematic risks associated with investing in Amundi SP over a specified time horizon. Remember, high Amundi SP'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 Amundi SP's market risk premium analysis include:
Beta
0.23
Alpha
0.0123
Risk
0.81
Sharpe Ratio
0.0389
Expected Return
0.0314
Please note that although Amundi SP 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, Amundi SP did 0.01  better 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 Amundi SP Global etf's relative risk over its benchmark. Amundi SP Global has a beta of 0.23  . As returns on the market increase, Amundi SP's returns are expected to increase less than the market. However, during the bear market, the loss of holding Amundi SP is expected to be smaller as well. .
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 Amundi SP Backtesting, Portfolio Optimization, Amundi SP Correlation, Amundi SP Hype Analysis, Amundi SP Volatility, Amundi SP History and analyze Amundi SP Performance.

Amundi SP Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Amundi SP market risk premium is the additional return an investor will receive from holding Amundi SP 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 Amundi SP. 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 Amundi SP's performance over market.
α0.01   β0.23

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

Amundi SP Market Price Analysis

Market price analysis indicators help investors to evaluate how Amundi SP etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Amundi SP shares will generate the highest return on investment. By understating and applying Amundi SP etf market price indicators, traders can identify Amundi SP position entry and exit signals to maximize returns.

Amundi SP Return and Market Media

The median price of Amundi SP for the period between Sat, Sep 14, 2024 and Fri, Dec 13, 2024 is 12.41 with a coefficient of variation of 1.76. The daily time series for the period is distributed with a sample standard deviation of 0.22, arithmetic mean of 12.4, and mean deviation of 0.18. The Etf did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Amundi SP 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 Amundi or other etfs. Alpha measures the amount that position in Amundi SP Global 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 Amundi SP 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, Amundi SP's short interest history, or implied volatility extrapolated from Amundi SP options trading.

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Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

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Align your risk with return expectations

By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations

Other Information on Investing in Amundi Etf

Amundi SP financial ratios help investors to determine whether Amundi Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Amundi with respect to the benefits of owning Amundi SP security.