Select Energy (Germany) Alpha and Beta Analysis
| 18RA Stock | EUR 13.22 0.04 0.30% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Select Energy Services. It also helps investors analyze the systematic and unsystematic risks associated with investing in Select Energy over a specified time horizon. Remember, high Select Energy'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 Select Energy's market risk premium analysis include:
Beta (0.41) | Alpha 0.57 | Risk 3.62 | Sharpe Ratio 0.13 | Expected Return 0.46 |
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.
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Select Energy Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Select Energy market risk premium is the additional return an investor will receive from holding Select Energy 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 Select Energy. 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 Select Energy's performance over market.| α | 0.57 | β | -0.41 |
Select Energy 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 Select Energy's Buy-and-hold return. Our buy-and-hold chart shows how Select Energy performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Select Energy Market Price Analysis
Market price analysis indicators help investors to evaluate how Select Energy stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Select Energy shares will generate the highest return on investment. By understating and applying Select Energy stock market price indicators, traders can identify Select Energy position entry and exit signals to maximize returns.
Select Energy Return and Market Media
The median price of Select Energy for the period between Mon, Oct 7, 2024 and Sun, Jan 5, 2025 is 12.64 with a coefficient of variation of 14.12. The daily time series for the period is distributed with a sample standard deviation of 1.66, arithmetic mean of 11.79, and mean deviation of 1.57. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Select Energy 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 Select or other stocks. Alpha measures the amount that position in Select Energy Services 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 Select Energy 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, Select Energy's short interest history, or implied volatility extrapolated from Select Energy options trading.
Build Portfolio with Select Energy
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Additional Information and Resources on Investing in Select Stock
When determining whether Select Energy Services is a strong investment it is important to analyze Select Energy's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Select Energy's future performance. For an informed investment choice regarding Select Stock, refer to the following important reports:Check out Select Energy Backtesting, Select Energy Valuation, Select Energy Correlation, Select Energy Hype Analysis, Select Energy Volatility, Select Energy History and analyze Select Energy Performance. You can also try the Transaction History module to view history of all your transactions and understand their impact on performance.
Select Energy technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.