Roche Holding (Switzerland) Alpha and Beta Analysis
| ROG Stock | CHF 255.50 1.60 0.63% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Roche Holding AG. It also helps investors analyze the systematic and unsystematic risks associated with investing in Roche Holding over a specified time horizon. Remember, high Roche Holding'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 Roche Holding's market risk premium analysis include:
Beta 0.26 | Alpha (0.21) | Risk 1.04 | Sharpe Ratio (0.17) | Expected Return (0.18) |
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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Roche Holding Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Roche Holding market risk premium is the additional return an investor will receive from holding Roche Holding 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 Roche Holding. 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 Roche Holding's performance over market.| α | -0.21 | β | 0.26 |
Roche Holding 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 Roche Holding's Buy-and-hold return. Our buy-and-hold chart shows how Roche Holding performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Roche Holding Market Price Analysis
Market price analysis indicators help investors to evaluate how Roche Holding stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Roche Holding shares will generate the highest return on investment. By understating and applying Roche Holding stock market price indicators, traders can identify Roche Holding position entry and exit signals to maximize returns.
Roche Holding Return and Market Media
The median price of Roche Holding for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 268.4 with a coefficient of variation of 3.31. The daily time series for the period is distributed with a sample standard deviation of 8.86, arithmetic mean of 267.54, and mean deviation of 6.76. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Roche Holding 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 Roche or other stocks. Alpha measures the amount that position in Roche Holding AG 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 Roche Holding 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, Roche Holding's short interest history, or implied volatility extrapolated from Roche Holding options trading.
Build Portfolio with Roche Holding
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Additional Tools for Roche Stock Analysis
When running Roche Holding's price analysis, check to measure Roche Holding'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 Roche Holding is operating at the current time. Most of Roche Holding's value examination focuses on studying past and present price action to predict the probability of Roche Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Roche Holding's price. Additionally, you may evaluate how the addition of Roche Holding to your portfolios can decrease your overall portfolio volatility.