VERISK ANLYTCS (Germany) Alpha and Beta Analysis
| VA7A Stock | EUR 265.90 0.50 0.19% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as VERISK ANLYTCS A. It also helps investors analyze the systematic and unsystematic risks associated with investing in VERISK ANLYTCS over a specified time horizon. Remember, high VERISK ANLYTCS'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 VERISK ANLYTCS's market risk premium analysis include:
Beta 0.17 | Alpha 0.16 | Risk 0.98 | Sharpe Ratio 0.18 | Expected Return 0.17 |
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.
VERISK |
VERISK ANLYTCS Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. VERISK ANLYTCS market risk premium is the additional return an investor will receive from holding VERISK ANLYTCS 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 VERISK ANLYTCS. 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 VERISK ANLYTCS's performance over market.| α | 0.16 | β | 0.17 |
VERISK ANLYTCS 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 VERISK ANLYTCS's Buy-and-hold return. Our buy-and-hold chart shows how VERISK ANLYTCS performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.VERISK ANLYTCS Market Price Analysis
Market price analysis indicators help investors to evaluate how VERISK ANLYTCS stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading VERISK ANLYTCS shares will generate the highest return on investment. By understating and applying VERISK ANLYTCS stock market price indicators, traders can identify VERISK ANLYTCS position entry and exit signals to maximize returns.
VERISK ANLYTCS Return and Market Media
The median price of VERISK ANLYTCS for the period between Mon, Sep 23, 2024 and Sun, Dec 22, 2024 is 260.33 with a coefficient of variation of 5.55. The daily time series for the period is distributed with a sample standard deviation of 14.3, arithmetic mean of 257.69, and mean deviation of 13.22. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About VERISK ANLYTCS 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 VERISK or other stocks. Alpha measures the amount that position in VERISK ANLYTCS A 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 VERISK ANLYTCS 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, VERISK ANLYTCS's short interest history, or implied volatility extrapolated from VERISK ANLYTCS options trading.
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Additional Tools for VERISK Stock Analysis
When running VERISK ANLYTCS's price analysis, check to measure VERISK ANLYTCS'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 VERISK ANLYTCS is operating at the current time. Most of VERISK ANLYTCS's value examination focuses on studying past and present price action to predict the probability of VERISK ANLYTCS's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move VERISK ANLYTCS's price. Additionally, you may evaluate how the addition of VERISK ANLYTCS to your portfolios can decrease your overall portfolio volatility.