Judges Scientific (UK) Alpha and Beta Analysis
| JDG Stock | 8,380 20.00 0.24% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Judges Scientific Plc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Judges Scientific over a specified time horizon. Remember, high Judges Scientific'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 Judges Scientific's market risk premium analysis include:
Beta 0.44 | Alpha (0.32) | Risk 2.64 | Sharpe Ratio (0.15) | Expected Return (0.40) |
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.
Judges |
Judges Scientific Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Judges Scientific market risk premium is the additional return an investor will receive from holding Judges Scientific 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 Judges Scientific. 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 Judges Scientific's performance over market.| α | -0.32 | β | 0.44 |
Judges Scientific 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 Judges Scientific's Buy-and-hold return. Our buy-and-hold chart shows how Judges Scientific performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Judges Scientific Market Price Analysis
Market price analysis indicators help investors to evaluate how Judges Scientific stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Judges Scientific shares will generate the highest return on investment. By understating and applying Judges Scientific stock market price indicators, traders can identify Judges Scientific position entry and exit signals to maximize returns.
Judges Scientific Return and Market Media
The median price of Judges Scientific for the period between Wed, Sep 4, 2024 and Tue, Dec 3, 2024 is 9569.99 with a coefficient of variation of 7.66. The daily time series for the period is distributed with a sample standard deviation of 732.59, arithmetic mean of 9563.2, and mean deviation of 605.3. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Judges Scientific plc Plans Dividend of GBX 29.70 - MarketBeat | 09/19/2024 |
2 | Judges Scientific CEO Adjusts Shareholding - TipRanks | 09/26/2024 |
| Judges Scientific dividend paid on 8th of November 2024 | 11/08/2024 |
3 | Judges Scientific Executives Boost Shareholdings - TipRanks | 11/12/2024 |
4 | Judges Scientific Given New 113.10 Price Target at Berenberg Bank - MarketBeat | 11/19/2024 |
About Judges Scientific 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 Judges or other stocks. Alpha measures the amount that position in Judges Scientific Plc 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 Judges Scientific 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, Judges Scientific's short interest history, or implied volatility extrapolated from Judges Scientific options trading.
Build Portfolio with Judges Scientific
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Other Information on Investing in Judges Stock
Judges Scientific financial ratios help investors to determine whether Judges Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Judges with respect to the benefits of owning Judges Scientific security.