CyberArk Software (Germany) Alpha and Beta Analysis
| CYB Stock | 300.90 0.10 0.03% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as CyberArk Software. It also helps investors analyze the systematic and unsystematic risks associated with investing in CyberArk Software over a specified time horizon. Remember, high CyberArk Software'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 CyberArk Software's market risk premium analysis include:
Beta (0.01) | Alpha 0.31 | Risk 2.55 | Sharpe Ratio 0.11 | Expected Return 0.28 |
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.
CyberArk |
CyberArk Software Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. CyberArk Software market risk premium is the additional return an investor will receive from holding CyberArk Software 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 CyberArk Software. 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 CyberArk Software's performance over market.| α | 0.31 | β | -0.01 |
CyberArk Software 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 CyberArk Software's Buy-and-hold return. Our buy-and-hold chart shows how CyberArk Software performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.CyberArk Software Market Price Analysis
Market price analysis indicators help investors to evaluate how CyberArk Software stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading CyberArk Software shares will generate the highest return on investment. By understating and applying CyberArk Software stock market price indicators, traders can identify CyberArk Software position entry and exit signals to maximize returns.
CyberArk Software Return and Market Media
The median price of CyberArk Software for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 258.8 with a coefficient of variation of 7.34. The daily time series for the period is distributed with a sample standard deviation of 19.42, arithmetic mean of 264.68, and mean deviation of 15.89. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About CyberArk Software 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 CyberArk or other stocks. Alpha measures the amount that position in CyberArk Software 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 CyberArk Software 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, CyberArk Software's short interest history, or implied volatility extrapolated from CyberArk Software options trading.
Build Portfolio with CyberArk Software
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
Additional Tools for CyberArk Stock Analysis
When running CyberArk Software's price analysis, check to measure CyberArk Software'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 CyberArk Software is operating at the current time. Most of CyberArk Software's value examination focuses on studying past and present price action to predict the probability of CyberArk Software's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CyberArk Software's price. Additionally, you may evaluate how the addition of CyberArk Software to your portfolios can decrease your overall portfolio volatility.