Young Cos (UK) Alpha and Beta Analysis
| YNGN Stock | 638.00 4.00 0.63% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Young Cos Brewery. It also helps investors analyze the systematic and unsystematic risks associated with investing in Young Cos over a specified time horizon. Remember, high Young Cos' 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 Young Cos' market risk premium analysis include:
Beta (0.09) | Alpha 0.008467 | Risk 1.3 | Sharpe Ratio 0.0022 | Expected Return 0.0029 |
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.
Young |
Young Cos Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Young Cos market risk premium is the additional return an investor will receive from holding Young Cos 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 Young Cos. 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 Young Cos' performance over market.| α | 0.01 | β | -0.09 |
Young Cos 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 Young Cos' Buy-and-hold return. Our buy-and-hold chart shows how Young Cos performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Young Cos Market Price Analysis
Market price analysis indicators help investors to evaluate how Young Cos stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Young Cos shares will generate the highest return on investment. By understating and applying Young Cos stock market price indicators, traders can identify Young Cos position entry and exit signals to maximize returns.
Young Cos Return and Market Media
The median price of Young Cos for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 616.69 with a coefficient of variation of 1.79. The daily time series for the period is distributed with a sample standard deviation of 11.06, arithmetic mean of 616.77, and mean deviation of 9.02. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Young Co.s Brewery, P.L.C. Stock Crosses Below Two Hundred Day Moving Average of 641.30 - MarketBeat | 09/19/2024 |
About Young Cos 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 Young or other stocks. Alpha measures the amount that position in Young Cos Brewery 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 Young Cos 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, Young Cos' short interest history, or implied volatility extrapolated from Young Cos options trading.
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Additional Tools for Young Stock Analysis
When running Young Cos' price analysis, check to measure Young Cos' 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 Young Cos is operating at the current time. Most of Young Cos' value examination focuses on studying past and present price action to predict the probability of Young Cos' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Young Cos' price. Additionally, you may evaluate how the addition of Young Cos to your portfolios can decrease your overall portfolio volatility.