Lerøy Seafood (Germany) Alpha and Beta Analysis
| Z1L Stock | EUR 4.37 0.01 0.23% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Lery Seafood Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Lerøy Seafood over a specified time horizon. Remember, high Lerøy Seafood'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 Lerøy Seafood's market risk premium analysis include:
Beta 0.77 | Alpha (0.04) | Risk 1.69 | Sharpe Ratio 0.0709 | Expected Return 0.12 |
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.
Lerøy |
Lerøy Seafood Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Lerøy Seafood market risk premium is the additional return an investor will receive from holding Lerøy Seafood 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 Lerøy Seafood. 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 Lerøy Seafood's performance over market.| α | -0.04 | β | 0.77 |
Lerøy Seafood 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 Lerøy Seafood's Buy-and-hold return. Our buy-and-hold chart shows how Lerøy Seafood performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Lerøy Seafood Market Price Analysis
Market price analysis indicators help investors to evaluate how Lerøy Seafood stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Lerøy Seafood shares will generate the highest return on investment. By understating and applying Lerøy Seafood stock market price indicators, traders can identify Lerøy Seafood position entry and exit signals to maximize returns.
Lerøy Seafood Return and Market Media
The median price of Lerøy Seafood for the period between Thu, Sep 5, 2024 and Wed, Dec 4, 2024 is 4.25 with a coefficient of variation of 3.32. The daily time series for the period is distributed with a sample standard deviation of 0.14, arithmetic mean of 4.24, and mean deviation of 0.12. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Lerøy Seafood 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 Lerøy or other stocks. Alpha measures the amount that position in Lery Seafood Group 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 Lerøy Seafood 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, Lerøy Seafood's short interest history, or implied volatility extrapolated from Lerøy Seafood options trading.
Build Portfolio with Lerøy Seafood
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Other Information on Investing in Lerøy Stock
Lerøy Seafood financial ratios help investors to determine whether Lerøy 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 Lerøy with respect to the benefits of owning Lerøy Seafood security.