Made SA (France) Alpha and Beta Analysis
| MLMAD Stock | EUR 11.00 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 Made SA. It also helps investors analyze the systematic and unsystematic risks associated with investing in Made SA over a specified time horizon. Remember, high Made SA'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 Made SA's market risk premium analysis include:
Beta (0.16) | Alpha 0.67 | Risk 5.59 | Sharpe Ratio 0.1 | Expected Return 0.58 |
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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Made SA Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Made SA market risk premium is the additional return an investor will receive from holding Made SA 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 Made SA. 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 Made SA's performance over market.| α | 0.67 | β | -0.16 |
Made SA 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 Made SA's Buy-and-hold return. Our buy-and-hold chart shows how Made SA performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Made SA Market Price Analysis
Market price analysis indicators help investors to evaluate how Made SA stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Made SA shares will generate the highest return on investment. By understating and applying Made SA stock market price indicators, traders can identify Made SA position entry and exit signals to maximize returns.
Made SA Return and Market Media
The median price of Made SA for the period between Mon, Oct 7, 2024 and Sun, Jan 5, 2025 is 9.0 with a coefficient of variation of 8.45. The daily time series for the period is distributed with a sample standard deviation of 0.75, arithmetic mean of 8.93, and mean deviation of 0.48. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Made SA 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 Made or other stocks. Alpha measures the amount that position in Made SA 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 Made SA 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, Made SA's short interest history, or implied volatility extrapolated from Made SA options trading.
Build Portfolio with Made SA
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
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Additional Tools for Made Stock Analysis
When running Made SA's price analysis, check to measure Made SA'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 Made SA is operating at the current time. Most of Made SA's value examination focuses on studying past and present price action to predict the probability of Made SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Made SA's price. Additionally, you may evaluate how the addition of Made SA to your portfolios can decrease your overall portfolio volatility.