Investec Group Stock Alpha and Beta Analysis
| IVTJY Stock | USD 11.04 0.42 3.95% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Investec Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Investec over a specified time horizon. Remember, high Investec'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 Investec's market risk premium analysis include:
Beta (0.03) | Alpha 0.0504 | Risk 0.49 | Sharpe Ratio 0.13 | Expected Return 0.0618 |
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.
Investec |
Investec Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Investec market risk premium is the additional return an investor will receive from holding Investec 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 Investec. 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 Investec's performance over market.| α | 0.05 | β | -0.03 |
Investec 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 Investec's Buy-and-hold return. Our buy-and-hold chart shows how Investec performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Investec Market Price Analysis
Market price analysis indicators help investors to evaluate how Investec pink sheet reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Investec shares will generate the highest return on investment. By understating and applying Investec pink sheet market price indicators, traders can identify Investec position entry and exit signals to maximize returns.
Investec Return and Market Media
The median price of Investec for the period between Fri, Sep 20, 2024 and Thu, Dec 19, 2024 is 10.62 with a coefficient of variation of 0.83. The daily time series for the period is distributed with a sample standard deviation of 0.09, arithmetic mean of 10.64, and mean deviation of 0.04. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Investec 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 Investec or other pink sheets. Alpha measures the amount that position in Investec Group 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 Investec 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, Investec's short interest history, or implied volatility extrapolated from Investec options trading.
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Additional Tools for Investec Pink Sheet Analysis
When running Investec's price analysis, check to measure Investec'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 Investec is operating at the current time. Most of Investec's value examination focuses on studying past and present price action to predict the probability of Investec's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Investec's price. Additionally, you may evaluate how the addition of Investec to your portfolios can decrease your overall portfolio volatility.