BANNER (Germany) Alpha and Beta Analysis
| FW2N Stock | EUR 63.00 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 BANNER. It also helps investors analyze the systematic and unsystematic risks associated with investing in BANNER over a specified time horizon. Remember, high BANNER'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 BANNER's market risk premium analysis include:
Beta 0.12 | Alpha 0.25 | Risk 2.76 | Sharpe Ratio 0.12 | Expected Return 0.32 |
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.
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BANNER Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. BANNER market risk premium is the additional return an investor will receive from holding BANNER 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 BANNER. 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 BANNER's performance over market.| α | 0.25 | β | 0.12 |
BANNER 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 BANNER's Buy-and-hold return. Our buy-and-hold chart shows how BANNER performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.BANNER Market Price Analysis
Market price analysis indicators help investors to evaluate how BANNER stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading BANNER shares will generate the highest return on investment. By understating and applying BANNER stock market price indicators, traders can identify BANNER position entry and exit signals to maximize returns.
BANNER Return and Market Media
The median price of BANNER for the period between Fri, Sep 27, 2024 and Thu, Dec 26, 2024 is 62.5 with a coefficient of variation of 11.0. The daily time series for the period is distributed with a sample standard deviation of 6.89, arithmetic mean of 62.68, and mean deviation of 6.22. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About BANNER 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 BANNER or other stocks. Alpha measures the amount that position in BANNER 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 BANNER 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, BANNER's short interest history, or implied volatility extrapolated from BANNER options trading.
Build Portfolio with BANNER
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Additional Information and Resources on Investing in BANNER Stock
When determining whether BANNER is a strong investment it is important to analyze BANNER's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact BANNER's future performance. For an informed investment choice regarding BANNER Stock, refer to the following important reports:Check out BANNER Backtesting, BANNER Valuation, BANNER Correlation, BANNER Hype Analysis, BANNER Volatility, BANNER History and analyze BANNER Performance. For information on how to trade BANNER Stock refer to our How to Trade BANNER Stock guide.You can also try the Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
BANNER technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.