NATIONAL HEALTHCARE (Germany) Alpha and Beta Analysis
| HTW Stock | EUR 103.00 1.00 0.96% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as NATIONAL HEALTHCARE. It also helps investors analyze the systematic and unsystematic risks associated with investing in NATIONAL HEALTHCARE over a specified time horizon. Remember, high NATIONAL HEALTHCARE'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 NATIONAL HEALTHCARE's market risk premium analysis include:
Beta (0.48) | Alpha (0.09) | Risk 2.1 | Sharpe Ratio (0.03) | Expected Return (0.06) |
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.
NATIONAL |
NATIONAL HEALTHCARE Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. NATIONAL HEALTHCARE market risk premium is the additional return an investor will receive from holding NATIONAL HEALTHCARE 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 NATIONAL HEALTHCARE. 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 NATIONAL HEALTHCARE's performance over market.| α | -0.09 | β | -0.48 |
NATIONAL HEALTHCARE 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 NATIONAL HEALTHCARE's Buy-and-hold return. Our buy-and-hold chart shows how NATIONAL HEALTHCARE performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.NATIONAL HEALTHCARE Market Price Analysis
Market price analysis indicators help investors to evaluate how NATIONAL HEALTHCARE stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading NATIONAL HEALTHCARE shares will generate the highest return on investment. By understating and applying NATIONAL HEALTHCARE stock market price indicators, traders can identify NATIONAL HEALTHCARE position entry and exit signals to maximize returns.
NATIONAL HEALTHCARE Return and Market Media
The median price of NATIONAL HEALTHCARE for the period between Tue, Oct 8, 2024 and Mon, Jan 6, 2025 is 112.36 with a coefficient of variation of 4.67. The daily time series for the period is distributed with a sample standard deviation of 5.29, arithmetic mean of 113.26, and mean deviation of 4.54. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About NATIONAL HEALTHCARE 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 NATIONAL or other stocks. Alpha measures the amount that position in NATIONAL HEALTHCARE 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 NATIONAL HEALTHCARE 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, NATIONAL HEALTHCARE's short interest history, or implied volatility extrapolated from NATIONAL HEALTHCARE options trading.
Build Portfolio with NATIONAL HEALTHCARE
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Additional Information and Resources on Investing in NATIONAL Stock
When determining whether NATIONAL HEALTHCARE offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of NATIONAL HEALTHCARE's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of National Healthcare Stock. Outlined below are crucial reports that will aid in making a well-informed decision on National Healthcare Stock:Check out NATIONAL HEALTHCARE Backtesting, NATIONAL HEALTHCARE Valuation, NATIONAL HEALTHCARE Correlation, NATIONAL HEALTHCARE Hype Analysis, NATIONAL HEALTHCARE Volatility, NATIONAL HEALTHCARE History and analyze NATIONAL HEALTHCARE Performance. For information on how to trade NATIONAL Stock refer to our How to Trade NATIONAL Stock guide.You can also try the Investing Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
NATIONAL HEALTHCARE 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.