COEUR MINING (Germany) Alpha and Beta Analysis
| CDM1 Stock | EUR 5.90 0.11 1.83% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as COEUR MINING. It also helps investors analyze the systematic and unsystematic risks associated with investing in COEUR MINING over a specified time horizon. Remember, high COEUR MINING'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 COEUR MINING's market risk premium analysis include:
Beta (0.95) | Alpha (0.06) | Risk 3.76 | Sharpe Ratio 0.0358 | Expected Return 0.13 |
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.
COEUR |
COEUR MINING Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. COEUR MINING market risk premium is the additional return an investor will receive from holding COEUR MINING 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 COEUR MINING. 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 COEUR MINING's performance over market.| α | -0.06 | β | -0.95 |
COEUR MINING 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 COEUR MINING's Buy-and-hold return. Our buy-and-hold chart shows how COEUR MINING performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.COEUR MINING Market Price Analysis
Market price analysis indicators help investors to evaluate how COEUR MINING stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading COEUR MINING shares will generate the highest return on investment. By understating and applying COEUR MINING stock market price indicators, traders can identify COEUR MINING position entry and exit signals to maximize returns.
COEUR MINING Return and Market Media
The median price of COEUR MINING for the period between Tue, Oct 8, 2024 and Mon, Jan 6, 2025 is 6.08 with a coefficient of variation of 5.98. The daily time series for the period is distributed with a sample standard deviation of 0.36, arithmetic mean of 6.09, and mean deviation of 0.3. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About COEUR MINING 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 COEUR or other stocks. Alpha measures the amount that position in COEUR MINING 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 COEUR MINING 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, COEUR MINING's short interest history, or implied volatility extrapolated from COEUR MINING options trading.
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Additional Information and Resources on Investing in COEUR Stock
When determining whether COEUR MINING is a strong investment it is important to analyze COEUR MINING'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 COEUR MINING's future performance. For an informed investment choice regarding COEUR Stock, refer to the following important reports:Check out COEUR MINING Backtesting, COEUR MINING Valuation, COEUR MINING Correlation, COEUR MINING Hype Analysis, COEUR MINING Volatility, COEUR MINING History and analyze COEUR MINING Performance. For information on how to trade COEUR Stock refer to our How to Trade COEUR Stock guide.You can also try the My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
COEUR MINING 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.