IQVIA Holdings (Germany) Alpha and Beta Analysis
| QTS Stock | EUR 192.50 3.30 1.69% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as IQVIA Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in IQVIA Holdings over a specified time horizon. Remember, high IQVIA Holdings' 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 IQVIA Holdings' market risk premium analysis include:
Beta 0.22 | Alpha (0.17) | Risk 2.01 | Sharpe Ratio (0.08) | Expected Return (0.15) |
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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IQVIA Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. IQVIA Holdings market risk premium is the additional return an investor will receive from holding IQVIA Holdings 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 IQVIA Holdings. 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 IQVIA Holdings' performance over market.| α | -0.17 | β | 0.22 |
IQVIA Holdings 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 IQVIA Holdings' Buy-and-hold return. Our buy-and-hold chart shows how IQVIA Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.IQVIA Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how IQVIA Holdings stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading IQVIA Holdings shares will generate the highest return on investment. By understating and applying IQVIA Holdings stock market price indicators, traders can identify IQVIA Holdings position entry and exit signals to maximize returns.
IQVIA Holdings Return and Market Media
The median price of IQVIA Holdings for the period between Thu, Sep 12, 2024 and Wed, Dec 11, 2024 is 205.3 with a coefficient of variation of 5.45. The daily time series for the period is distributed with a sample standard deviation of 11.04, arithmetic mean of 202.43, and mean deviation of 9.82. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About IQVIA Holdings 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 IQVIA or other stocks. Alpha measures the amount that position in IQVIA Holdings 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 IQVIA Holdings 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, IQVIA Holdings' short interest history, or implied volatility extrapolated from IQVIA Holdings options trading.
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Additional Information and Resources on Investing in IQVIA Stock
When determining whether IQVIA Holdings is a strong investment it is important to analyze IQVIA Holdings' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact IQVIA Holdings' future performance. For an informed investment choice regarding IQVIA Stock, refer to the following important reports:Check out IQVIA Holdings Backtesting, IQVIA Holdings Valuation, IQVIA Holdings Correlation, IQVIA Holdings Hype Analysis, IQVIA Holdings Volatility, IQVIA Holdings History and analyze IQVIA Holdings Performance. For more detail on how to invest in IQVIA Stock please use our How to Invest in IQVIA Holdings guide.You can also try the Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
IQVIA Holdings 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.