GrafTech International (Germany) Alpha and Beta Analysis
| G6G Stock | EUR 1.55 0.10 6.06% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as GrafTech International. It also helps investors analyze the systematic and unsystematic risks associated with investing in GrafTech International over a specified time horizon. Remember, high GrafTech International'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 GrafTech International's market risk premium analysis include:
Beta 0.83 | Alpha 1.22 | Risk 6.78 | Sharpe Ratio 0.16 | Expected Return 1.08 |
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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GrafTech International Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. GrafTech International market risk premium is the additional return an investor will receive from holding GrafTech International 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 GrafTech International. 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 GrafTech International's performance over market.| α | 1.22 | β | 0.83 |
GrafTech International 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 GrafTech International's Buy-and-hold return. Our buy-and-hold chart shows how GrafTech International performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.GrafTech International Market Price Analysis
Market price analysis indicators help investors to evaluate how GrafTech International stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading GrafTech International shares will generate the highest return on investment. By understating and applying GrafTech International stock market price indicators, traders can identify GrafTech International position entry and exit signals to maximize returns.
GrafTech International Return and Market Media
The median price of GrafTech International for the period between Mon, Sep 23, 2024 and Sun, Dec 22, 2024 is 1.76 with a coefficient of variation of 20.3. The daily time series for the period is distributed with a sample standard deviation of 0.34, arithmetic mean of 1.65, and mean deviation of 0.27. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About GrafTech International 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 GrafTech or other stocks. Alpha measures the amount that position in GrafTech International 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 GrafTech International 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, GrafTech International's short interest history, or implied volatility extrapolated from GrafTech International options trading.
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Additional Information and Resources on Investing in GrafTech Stock
When determining whether GrafTech International is a strong investment it is important to analyze GrafTech International'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 GrafTech International's future performance. For an informed investment choice regarding GrafTech Stock, refer to the following important reports:Check out GrafTech International Backtesting, GrafTech International Valuation, GrafTech International Correlation, GrafTech International Hype Analysis, GrafTech International Volatility, GrafTech International History and analyze GrafTech International Performance. For more detail on how to invest in GrafTech Stock please use our How to Invest in GrafTech International guide.You can also try the Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
GrafTech International 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.