ZIM Integrated (Germany) Alpha and Beta Analysis
| 2SV Stock | EUR 20.69 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 ZIM Integrated Shipping. It also helps investors analyze the systematic and unsystematic risks associated with investing in ZIM Integrated over a specified time horizon. Remember, high ZIM Integrated'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 ZIM Integrated's market risk premium analysis include:
Beta 0.34 | Alpha 0.65 | Risk 5.12 | Sharpe Ratio 0.13 | Expected Return 0.67 |
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.
ZIM |
ZIM Integrated Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ZIM Integrated market risk premium is the additional return an investor will receive from holding ZIM Integrated 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 ZIM Integrated. 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 ZIM Integrated's performance over market.| α | 0.65 | β | 0.34 |
ZIM Integrated Fundamentals Vs Peers
Comparing ZIM Integrated'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 ZIM Integrated's direct or indirect competition across all of the common fundamentals between ZIM Integrated and the related equities. This way, we can detect undervalued stocks with similar characteristics as ZIM Integrated or determine the stocks which would be an excellent addition to an existing portfolio. Peer analysis of ZIM Integrated's fundamental indicators could also be used in its relative valuation, which is a method of valuing ZIM Integrated by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare ZIM Integrated to competition |
| Fundamentals | ZIM Integrated | Peer Average |
| Return On Equity | 1.32 | -0.31 |
| Return On Asset | 0.48 | -0.14 |
| Profit Margin | 0.43 % | (1.27) % |
| Operating Margin | 0.55 % | (5.51) % |
| Current Valuation | 3.48 B | 16.62 B |
| Shares Outstanding | 120.05 M | 571.82 M |
| Shares Owned By Insiders | 22.01 % | 10.09 % |
ZIM Integrated Opportunities
ZIM Integrated Return and Market Media
The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About ZIM Integrated 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 ZIM or other stocks. Alpha measures the amount that position in ZIM Integrated Shipping 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 ZIM Integrated 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, ZIM Integrated's short interest history, or implied volatility extrapolated from ZIM Integrated options trading.
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Additional Information and Resources on Investing in ZIM Stock
When determining whether ZIM Integrated Shipping is a strong investment it is important to analyze ZIM Integrated'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 ZIM Integrated's future performance. For an informed investment choice regarding ZIM Stock, refer to the following important reports:Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors. You can also try the Portfolio Manager module to state of the art Portfolio Manager to monitor and improve performance of your invested capital.
ZIM Integrated 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.