AP Moeller (UK) Alpha and Beta Analysis
| 0O76 Stock | 10,980 70.00 0.63% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as AP Moeller Maersk AS. It also helps investors analyze the systematic and unsystematic risks associated with investing in AP Moeller over a specified time horizon. Remember, high AP Moeller'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 AP Moeller's market risk premium analysis include:
Beta 0.17 | Alpha 0.11 | Risk 2.6 | Sharpe Ratio 0.0366 | Expected Return 0.0953 |
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.
0O76 |
AP Moeller Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. AP Moeller market risk premium is the additional return an investor will receive from holding AP Moeller 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 AP Moeller. 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 AP Moeller's performance over market.| α | 0.11 | β | 0.17 |
AP Moeller 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 AP Moeller's Buy-and-hold return. Our buy-and-hold chart shows how AP Moeller performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.AP Moeller Market Price Analysis
Market price analysis indicators help investors to evaluate how AP Moeller stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading AP Moeller shares will generate the highest return on investment. By understating and applying AP Moeller stock market price indicators, traders can identify AP Moeller position entry and exit signals to maximize returns.
AP Moeller Return and Market Media
The median price of AP Moeller for the period between Mon, Sep 23, 2024 and Sun, Dec 22, 2024 is 10750.0 with a coefficient of variation of 6.46. The daily time series for the period is distributed with a sample standard deviation of 694.77, arithmetic mean of 10757.98, and mean deviation of 596.1. The Stock received substential amount of media coverage during this period. Price Growth (%) |
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About AP Moeller 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 0O76 or other stocks. Alpha measures the amount that position in AP Moeller Maersk 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 AP Moeller 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, AP Moeller's short interest history, or implied volatility extrapolated from AP Moeller options trading.
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Additional Tools for 0O76 Stock Analysis
When running AP Moeller's price analysis, check to measure AP Moeller'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 AP Moeller is operating at the current time. Most of AP Moeller's value examination focuses on studying past and present price action to predict the probability of AP Moeller's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AP Moeller's price. Additionally, you may evaluate how the addition of AP Moeller to your portfolios can decrease your overall portfolio volatility.