BNP Paribas (Germany) Alpha and Beta Analysis
| 0P0000HR6L | EUR 159.82 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as BNP Paribas Midcap. It also helps investors analyze the systematic and unsystematic risks associated with investing in BNP Paribas over a specified time horizon. Remember, high BNP Paribas' 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 BNP Paribas' market risk premium analysis include:
Beta 0.0 | Alpha 0.0 | Risk 0.0 | Sharpe Ratio 0.0 | Expected Return 0.0 |
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.
BNP |
BNP Paribas Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. BNP Paribas market risk premium is the additional return an investor will receive from holding BNP Paribas 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 BNP Paribas. 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 BNP Paribas' performance over market.| α | 0.00 | β | 0.00 |
BNP Paribas Fundamentals Vs Peers
Comparing BNP Paribas' fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze BNP Paribas' direct or indirect competition across all of the common fundamentals between BNP Paribas and the related equities. This way, we can detect undervalued stocks with similar characteristics as BNP Paribas or determine the funds which would be an excellent addition to an existing portfolio. Peer analysis of BNP Paribas' fundamental indicators could also be used in its relative valuation, which is a method of valuing BNP Paribas by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare BNP Paribas to competition |
| Fundamentals | BNP Paribas | Peer Average |
| One Year Return | (15.83) % | 4.15 % |
| Three Year Return | (3.42) % | 3.60 % |
| Five Year Return | 0.84 % | 3.24 % |
| Ten Year Return | 7.64 % | 1.79 % |
| Net Asset | 522.43 M | 4.11 B |
| Minimum Initial Investment | 1 | 976.16 K |
| Cash Position Weight | 4.94 % | 10.61 % |
BNP Paribas Opportunities
BNP Paribas Return and Market Media
The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
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About BNP Paribas 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 BNP or other funds. Alpha measures the amount that position in BNP Paribas Midcap 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 BNP Paribas 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, BNP Paribas' short interest history, or implied volatility extrapolated from BNP Paribas options trading.
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Other Information on Investing in BNP Fund
BNP Paribas financial ratios help investors to determine whether BNP Fund 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 BNP with respect to the benefits of owning BNP Paribas security.
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