KBC ANCORA (Germany) Alpha and Beta Analysis
| KB9 Stock | 51.40 0.40 0.78% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as KBC ANCORA. It also helps investors analyze the systematic and unsystematic risks associated with investing in KBC ANCORA over a specified time horizon. Remember, high KBC ANCORA'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 KBC ANCORA's market risk premium analysis include:
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.
KBC |
KBC ANCORA Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. KBC ANCORA market risk premium is the additional return an investor will receive from holding KBC ANCORA 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 KBC ANCORA. 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 KBC ANCORA's performance over market.| α | 0.16 | β | -0.09 |
KBC ANCORA Return and Market Media
The median price of KBC ANCORA for the period between Thu, Oct 24, 2024 and Wed, Jan 22, 2025 is 48.05 with a coefficient of variation of 3.42. The daily time series for the period is distributed with a sample standard deviation of 1.66, arithmetic mean of 48.46, and mean deviation of 1.41. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
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 KBC ANCORA 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, KBC ANCORA's short interest history, or implied volatility extrapolated from KBC ANCORA options trading.
Build Portfolio with KBC ANCORA
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Additional Tools for KBC Stock Analysis
When running KBC ANCORA's price analysis, check to measure KBC ANCORA's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy KBC ANCORA is operating at the current time. Most of KBC ANCORA's value examination focuses on studying past and present price action to predict the probability of KBC ANCORA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move KBC ANCORA's price. Additionally, you may evaluate how the addition of KBC ANCORA to your portfolios can decrease your overall portfolio volatility.