Intesa Sanpaolo (Germany) Alpha and Beta Analysis
| IES Stock | EUR 3.89 0.05 1.30% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Intesa Sanpaolo SpA. It also helps investors analyze the systematic and unsystematic risks associated with investing in Intesa Sanpaolo over a specified time horizon. Remember, high Intesa Sanpaolo'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 Intesa Sanpaolo's market risk premium analysis include:
Beta (0.03) | Alpha 0.13 | Risk 1.38 | Sharpe Ratio 0.0979 | Expected Return 0.13 |
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.
Intesa |
Intesa Sanpaolo Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Intesa Sanpaolo market risk premium is the additional return an investor will receive from holding Intesa Sanpaolo 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 Intesa Sanpaolo. 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 Intesa Sanpaolo's performance over market.| α | 0.13 | β | -0.03 |
Intesa Sanpaolo 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 Intesa Sanpaolo's Buy-and-hold return. Our buy-and-hold chart shows how Intesa Sanpaolo performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Intesa Sanpaolo Market Price Analysis
Market price analysis indicators help investors to evaluate how Intesa Sanpaolo stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Intesa Sanpaolo shares will generate the highest return on investment. By understating and applying Intesa Sanpaolo stock market price indicators, traders can identify Intesa Sanpaolo position entry and exit signals to maximize returns.
Intesa Sanpaolo Return and Market Media
The median price of Intesa Sanpaolo for the period between Wed, Sep 18, 2024 and Tue, Dec 17, 2024 is 3.7 with a coefficient of variation of 2.7. The daily time series for the period is distributed with a sample standard deviation of 0.1, arithmetic mean of 3.7, and mean deviation of 0.08. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Intesa Sanpaolo 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 Intesa or other stocks. Alpha measures the amount that position in Intesa Sanpaolo SpA 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 Intesa Sanpaolo 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, Intesa Sanpaolo's short interest history, or implied volatility extrapolated from Intesa Sanpaolo options trading.
Build Portfolio with Intesa Sanpaolo
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
Other Information on Investing in Intesa Stock
Intesa Sanpaolo financial ratios help investors to determine whether Intesa Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Intesa with respect to the benefits of owning Intesa Sanpaolo security.