Crown Holdings (Germany) Alpha and Beta Analysis
| CWN Stock | EUR 81.80 1.70 2.04% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Crown Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Crown Holdings over a specified time horizon. Remember, high Crown Holdings' 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 Crown Holdings' market risk premium analysis include:
Beta 0.16 | Alpha (0.07) | Risk 1.78 | Sharpe Ratio (0.01) | Expected Return (0.01) |
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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Crown Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Crown Holdings market risk premium is the additional return an investor will receive from holding Crown Holdings 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 Crown Holdings. 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 Crown Holdings' performance over market.| α | -0.07 | β | 0.16 |
Crown Holdings 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 Crown Holdings' Buy-and-hold return. Our buy-and-hold chart shows how Crown Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Crown Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how Crown Holdings stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Crown Holdings shares will generate the highest return on investment. By understating and applying Crown Holdings stock market price indicators, traders can identify Crown Holdings position entry and exit signals to maximize returns.
Crown Holdings Return and Market Media
The median price of Crown Holdings for the period between Sat, Dec 14, 2024 and Fri, Mar 14, 2025 is 83.26 with a coefficient of variation of 3.11. The daily time series for the period is distributed with a sample standard deviation of 2.57, arithmetic mean of 82.61, and mean deviation of 2.03. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Crown Holdings 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 Crown or other stocks. Alpha measures the amount that position in Crown Holdings 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 Crown Holdings 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, Crown Holdings' short interest history, or implied volatility extrapolated from Crown Holdings options trading.
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Additional Information and Resources on Investing in Crown Stock
When determining whether Crown Holdings is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Crown Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Crown Holdings Stock. Highlighted below are key reports to facilitate an investment decision about Crown Holdings Stock:Check out Crown Holdings Backtesting, Crown Holdings Valuation, Crown Holdings Correlation, Crown Holdings Hype Analysis, Crown Holdings Volatility, Crown Holdings History and analyze Crown Holdings Performance. For more detail on how to invest in Crown Stock please use our How to Invest in Crown Holdings 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.
Crown Holdings 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.