PARK24 CO (Germany) Alpha and Beta Analysis
| 5FJ Stock | EUR 13.50 0.20 1.50% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as PARK24 LTD. It also helps investors analyze the systematic and unsystematic risks associated with investing in PARK24 CO over a specified time horizon. Remember, high PARK24 CO'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 PARK24 CO's market risk premium analysis include:
Beta (1.41) | Alpha 1.78 | Risk 11.01 | Sharpe Ratio 0.16 | Expected Return 1.78 |
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.
PARK24 |
PARK24 CO Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. PARK24 CO market risk premium is the additional return an investor will receive from holding PARK24 CO 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 PARK24 CO. 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 PARK24 CO's performance over market.| α | 1.78 | β | -1.41 |
PARK24 CO Fundamentals Vs Peers
Comparing PARK24 CO's 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 PARK24 CO's direct or indirect competition across all of the common fundamentals between PARK24 CO and the related equities. This way, we can detect undervalued stocks with similar characteristics as PARK24 CO or determine the stocks which would be an excellent addition to an existing portfolio. Peer analysis of PARK24 CO's fundamental indicators could also be used in its relative valuation, which is a method of valuing PARK24 CO by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare PARK24 CO to competition |
| Fundamentals | PARK24 CO | Peer Average |
| Return On Equity | 0.0877 | -0.31 |
| Return On Asset | 0.0412 | -0.14 |
| Profit Margin | 0.01 % | (1.27) % |
| Operating Margin | 0.07 % | (5.51) % |
| Shares Outstanding | 170.52 M | 571.82 M |
| Shares Owned By Insiders | 25.25 % | 10.09 % |
| Shares Owned By Institutions | 32.04 % | 39.21 % |
PARK24 CO Opportunities
PARK24 CO Return and Market Media
The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About PARK24 CO 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 PARK24 or other stocks. Alpha measures the amount that position in PARK24 LTD 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 PARK24 CO 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, PARK24 CO's short interest history, or implied volatility extrapolated from PARK24 CO options trading.
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Other Information on Investing in PARK24 Stock
PARK24 CO financial ratios help investors to determine whether PARK24 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 PARK24 with respect to the benefits of owning PARK24 CO security.