Straumann Holding Ag Stock Alpha and Beta Analysis
| SAUHF Stock | USD 126.09 1.37 1.10% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Straumann Holding AG. It also helps investors analyze the systematic and unsystematic risks associated with investing in Straumann Holding over a specified time horizon. Remember, high Straumann 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 Straumann Holding's market risk premium analysis include:
Beta 0.32 | Alpha (0.14) | Risk 4.35 | Sharpe Ratio (0.04) | Expected Return (0.16) |
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.
Straumann |
Straumann Holding Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Straumann Holding market risk premium is the additional return an investor will receive from holding Straumann 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 Straumann 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 Straumann Holding's performance over market.| α | -0.14 | β | 0.32 |
Straumann 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 Straumann Holding's Buy-and-hold return. Our buy-and-hold chart shows how Straumann Holding performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Straumann Holding Market Price Analysis
Market price analysis indicators help investors to evaluate how Straumann Holding pink sheet reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Straumann Holding shares will generate the highest return on investment. By understating and applying Straumann Holding pink sheet market price indicators, traders can identify Straumann Holding position entry and exit signals to maximize returns.
Straumann Holding Return and Market Media
The median price of Straumann Holding for the period between Tue, Sep 3, 2024 and Mon, Dec 2, 2024 is 142.59 with a coefficient of variation of 8.89. The daily time series for the period is distributed with a sample standard deviation of 12.6, arithmetic mean of 141.72, and mean deviation of 10.76. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Straumann 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 Straumann or other pink sheets. Alpha measures the amount that position in Straumann Holding 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 Straumann 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, Straumann Holding's short interest history, or implied volatility extrapolated from Straumann Holding options trading.
Build Portfolio with Straumann Holding
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.Build Diversified Portfolios
Align your risk with return expectations
Other Information on Investing in Straumann Pink Sheet
Straumann Holding financial ratios help investors to determine whether Straumann Pink Sheet 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 Straumann with respect to the benefits of owning Straumann Holding security.