CLEMONDO GROUP (Germany) Alpha and Beta Analysis
| N17 Stock | EUR 0.05 0 5.31% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as CLEMONDO GROUP AB. It also helps investors analyze the systematic and unsystematic risks associated with investing in CLEMONDO GROUP over a specified time horizon. Remember, high CLEMONDO GROUP'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 CLEMONDO GROUP's market risk premium analysis include:
Beta 0.89 | Alpha 0.24 | Risk 11.74 | Sharpe Ratio 0.0308 | Expected Return 0.36 |
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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CLEMONDO GROUP Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. CLEMONDO GROUP market risk premium is the additional return an investor will receive from holding CLEMONDO GROUP 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 CLEMONDO GROUP. 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 CLEMONDO GROUP's performance over market.| α | 0.24 | β | 0.89 |
CLEMONDO GROUP 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 CLEMONDO GROUP's Buy-and-hold return. Our buy-and-hold chart shows how CLEMONDO GROUP performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.CLEMONDO GROUP Market Price Analysis
Market price analysis indicators help investors to evaluate how CLEMONDO GROUP stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading CLEMONDO GROUP shares will generate the highest return on investment. By understating and applying CLEMONDO GROUP stock market price indicators, traders can identify CLEMONDO GROUP position entry and exit signals to maximize returns.
CLEMONDO GROUP Return and Market Media
The median price of CLEMONDO GROUP for the period between Sun, Sep 15, 2024 and Sat, Dec 14, 2024 is 0.0592 with a coefficient of variation of 10.3. The daily time series for the period is distributed with a sample standard deviation of 0.01, arithmetic mean of 0.06, and mean deviation of 0.0. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About CLEMONDO GROUP 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 CLEMONDO or other stocks. Alpha measures the amount that position in CLEMONDO GROUP 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 CLEMONDO GROUP 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, CLEMONDO GROUP's short interest history, or implied volatility extrapolated from CLEMONDO GROUP options trading.
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Other Information on Investing in CLEMONDO Stock
CLEMONDO GROUP financial ratios help investors to determine whether CLEMONDO Stock 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 CLEMONDO with respect to the benefits of owning CLEMONDO GROUP security.