Azvalor Global (Germany) Alpha and Beta Analysis
| 0P00018HSS | 191.71 2.00 1.03% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Azvalor Global Value. It also helps investors analyze the systematic and unsystematic risks associated with investing in Azvalor Global over a specified time horizon. Remember, high Azvalor Global'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 Azvalor Global's market risk premium analysis include:
Beta 0.0479 | Alpha (0.04) | Risk 0.7 | Sharpe Ratio (0.05) | Expected Return (0.04) |
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.
Azvalor |
Azvalor Global Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Azvalor Global market risk premium is the additional return an investor will receive from holding Azvalor Global 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 Azvalor Global. 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 Azvalor Global's performance over market.| α | -0.04 | β | 0.05 |
Azvalor Global Return and Market Media
The median price of Azvalor Global for the period between Sun, Sep 22, 2024 and Sat, Dec 21, 2024 is 198.81 with a coefficient of variation of 0.97. The daily time series for the period is distributed with a sample standard deviation of 1.93, arithmetic mean of 198.7, and mean deviation of 1.44. The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
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 Azvalor Global 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, Azvalor Global's short interest history, or implied volatility extrapolated from Azvalor Global options trading.
Build Portfolio with Azvalor Global
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
| Sectors List of equity sectors categorizing publicly traded companies based on their primary business activities | |
| Portfolio Backtesting Avoid under-diversification and over-optimization by backtesting your portfolios | |
| Price Ceiling Movement Calculate and plot Price Ceiling Movement for different equity instruments | |
| Global Correlations Find global opportunities by holding instruments from different markets |