Swatch Group (Germany) Alpha and Beta Analysis
| UHRN Stock | 47.16 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as The Swatch Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Swatch Group over a specified time horizon. Remember, high Swatch Group'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 Swatch Group's market risk premium analysis include:
Beta 0.0 | Alpha 0.0 | Risk 0.0 | Sharpe Ratio 0.0 | Expected Return 0.0 |
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.
Swatch |
Swatch Group Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Swatch Group market risk premium is the additional return an investor will receive from holding Swatch Group 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 Swatch Group. 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 Swatch Group's performance over market.| α | 0.00 | β | 0.00 |
Swatch Group Fundamentals Vs Peers
Comparing Swatch Group's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze Swatch Group's direct or indirect competition across all of the common fundamentals between Swatch Group and the related equities. This way, we can detect undervalued stocks with similar characteristics as Swatch Group or determine the stocks which would be an excellent addition to an existing portfolio. Peer analysis of Swatch Group's fundamental indicators could also be used in its relative valuation, which is a method of valuing Swatch Group by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare Swatch Group to competition |
| Fundamentals | Swatch Group | Peer Average |
| Current Valuation | 10.48 B | 16.62 B |
| Price To Book | 1.21 X | 9.51 X |
| Price To Sales | 1.62 X | 11.42 X |
| Revenue | 7.31 B | 9.43 B |
| Gross Profit | 6.31 B | 27.38 B |
| EBITDA | 1.45 B | 3.9 B |
| Net Income | 765 M | 570.98 M |
Swatch Group Opportunities
Swatch Group Return and Market Media
The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Swatch Group 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 Swatch or other stocks. Alpha measures the amount that position in Swatch 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 Swatch Group 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, Swatch Group's short interest history, or implied volatility extrapolated from Swatch Group options trading.
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Additional Tools for Swatch Stock Analysis
When running Swatch Group's price analysis, check to measure Swatch Group'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 Swatch Group is operating at the current time. Most of Swatch Group's value examination focuses on studying past and present price action to predict the probability of Swatch Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Swatch Group's price. Additionally, you may evaluate how the addition of Swatch Group to your portfolios can decrease your overall portfolio volatility.