Fenix Outdoor (Sweden) Alpha and Beta Analysis

FOI-B Stock  SEK 665.00  7.00  1.04%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Fenix Outdoor International. It also helps investors analyze the systematic and unsystematic risks associated with investing in Fenix Outdoor over a specified time horizon. Remember, high Fenix Outdoor'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 Fenix Outdoor's market risk premium analysis include:
Beta
(0.02)
Alpha
0.006311
Risk
1.83
Sharpe Ratio
0.009
Expected Return
0.0164
Please note that although Fenix Outdoor alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Fenix Outdoor did 0.01  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Fenix Outdoor International stock's relative risk over its benchmark. Fenix Outdoor Intern has a beta of 0.02  . As returns on the market increase, returns on owning Fenix Outdoor are expected to decrease at a much lower rate. During the bear market, Fenix Outdoor is likely to outperform the market. .
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.
  
Check out Fenix Outdoor Backtesting, Fenix Outdoor Valuation, Fenix Outdoor Correlation, Fenix Outdoor Hype Analysis, Fenix Outdoor Volatility, Fenix Outdoor History and analyze Fenix Outdoor Performance.

Fenix Outdoor Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Fenix Outdoor market risk premium is the additional return an investor will receive from holding Fenix Outdoor 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 Fenix Outdoor. 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 Fenix Outdoor's performance over market.
α0.01   β-0.02

Fenix Outdoor 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 Fenix Outdoor's Buy-and-hold return. Our buy-and-hold chart shows how Fenix Outdoor performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Fenix Outdoor Market Price Analysis

Market price analysis indicators help investors to evaluate how Fenix Outdoor stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Fenix Outdoor shares will generate the highest return on investment. By understating and applying Fenix Outdoor stock market price indicators, traders can identify Fenix Outdoor position entry and exit signals to maximize returns.

Fenix Outdoor Return and Market Media

The median price of Fenix Outdoor for the period between Mon, Dec 2, 2024 and Sun, Mar 2, 2025 is 671.0 with a coefficient of variation of 2.57. The daily time series for the period is distributed with a sample standard deviation of 17.35, arithmetic mean of 674.64, and mean deviation of 13.6. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Fenix Outdoor 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 Fenix or other stocks. Alpha measures the amount that position in Fenix Outdoor Intern 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 Fenix Outdoor 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, Fenix Outdoor's short interest history, or implied volatility extrapolated from Fenix Outdoor options trading.

Build Portfolio with Fenix Outdoor

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.

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Align your risk with return expectations

By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations

Additional Tools for Fenix Stock Analysis

When running Fenix Outdoor's price analysis, check to measure Fenix Outdoor'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 Fenix Outdoor is operating at the current time. Most of Fenix Outdoor's value examination focuses on studying past and present price action to predict the probability of Fenix Outdoor's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fenix Outdoor's price. Additionally, you may evaluate how the addition of Fenix Outdoor to your portfolios can decrease your overall portfolio volatility.