RATIONAL UNADR (Germany) Alpha and Beta Analysis

RAA1 Stock  EUR 42.60  0.40  0.95%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as RATIONAL UNADR 1. It also helps investors analyze the systematic and unsystematic risks associated with investing in RATIONAL UNADR over a specified time horizon. Remember, high RATIONAL UNADR'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 RATIONAL UNADR's market risk premium analysis include:
Beta
0.2
Alpha
(0.04)
Risk
1.41
Sharpe Ratio
0.0386
Expected Return
0.0545
Please note that although RATIONAL UNADR alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, RATIONAL UNADR did 0.04  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of RATIONAL UNADR 1 stock's relative risk over its benchmark. RATIONAL UNADR 1 has a beta of 0.20  . As returns on the market increase, RATIONAL UNADR's returns are expected to increase less than the market. However, during the bear market, the loss of holding RATIONAL UNADR is expected to be smaller as well. .
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.
  
Check out RATIONAL UNADR Backtesting, RATIONAL UNADR Valuation, RATIONAL UNADR Correlation, RATIONAL UNADR Hype Analysis, RATIONAL UNADR Volatility, RATIONAL UNADR History and analyze RATIONAL UNADR Performance.

RATIONAL UNADR Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. RATIONAL UNADR market risk premium is the additional return an investor will receive from holding RATIONAL UNADR 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 RATIONAL UNADR. 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 RATIONAL UNADR's performance over market.
α-0.04   β0.20

RATIONAL UNADR 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 RATIONAL UNADR's Buy-and-hold return. Our buy-and-hold chart shows how RATIONAL UNADR performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

RATIONAL UNADR Market Price Analysis

Market price analysis indicators help investors to evaluate how RATIONAL UNADR stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading RATIONAL UNADR shares will generate the highest return on investment. By understating and applying RATIONAL UNADR stock market price indicators, traders can identify RATIONAL UNADR position entry and exit signals to maximize returns.

RATIONAL UNADR Return and Market Media

The median price of RATIONAL UNADR for the period between Fri, Sep 6, 2024 and Thu, Dec 5, 2024 is 43.0 with a coefficient of variation of 2.06. The daily time series for the period is distributed with a sample standard deviation of 0.89, arithmetic mean of 43.12, and mean deviation of 0.75. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About RATIONAL UNADR 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 RATIONAL or other stocks. Alpha measures the amount that position in RATIONAL UNADR 1 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 RATIONAL UNADR 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, RATIONAL UNADR's short interest history, or implied volatility extrapolated from RATIONAL UNADR options trading.

Build Portfolio with RATIONAL UNADR

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

By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations

Other Information on Investing in RATIONAL Stock

RATIONAL UNADR financial ratios help investors to determine whether RATIONAL 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 RATIONAL with respect to the benefits of owning RATIONAL UNADR security.