Graham Holdings 575 Alpha and Beta Analysis
| 384637AA2 | 99.49 0.43 0.43% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Graham Holdings 575. It also helps investors analyze the systematic and unsystematic risks associated with investing in Graham over a specified time horizon. Remember, high Graham'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 Graham's market risk premium analysis include:
Beta 0.0044 | Alpha (0.01) | Risk 0.29 | Sharpe Ratio (0.04) | 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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Graham Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Graham market risk premium is the additional return an investor will receive from holding Graham 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 Graham. 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 Graham's performance over market.| α | -0.01 | β | 0 |
Graham Market Price Analysis
Market price analysis indicators help investors to evaluate how Graham bond reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Graham shares will generate the highest return on investment. By understating and applying Graham bond market price indicators, traders can identify Graham position entry and exit signals to maximize returns.
Graham Return and Market Media
The median price of Graham for the period between Mon, Oct 7, 2024 and Sun, Jan 5, 2025 is 99.95 with a coefficient of variation of 0.47. The daily time series for the period is distributed with a sample standard deviation of 0.47, arithmetic mean of 99.86, and mean deviation of 0.25. The Bond received a lot of media exposure during the period. Price Growth (%) |
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About Graham 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 Graham or other bonds. Alpha measures the amount that position in Graham Holdings 575 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 Graham 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, Graham's short interest history, or implied volatility extrapolated from Graham options trading.
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Other Information on Investing in Graham Bond
Graham financial ratios help investors to determine whether Graham Bond 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 Graham with respect to the benefits of owning Graham security.