Amundi Actions (Germany) Alpha and Beta Analysis
| 0P00008W4N | EUR 32.94 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 Amundi Actions Internationales. It also helps investors analyze the systematic and unsystematic risks associated with investing in Amundi Actions over a specified time horizon. Remember, high Amundi Actions' 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 Amundi Actions' market risk premium analysis include:
Beta (0.04) | Alpha 0.11 | Risk 0.7 | Sharpe Ratio 0.16 | Expected Return 0.11 |
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.
Amundi |
Amundi Actions Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Amundi Actions market risk premium is the additional return an investor will receive from holding Amundi Actions 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 Amundi Actions. 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 Amundi Actions' performance over market.| α | 0.11 | β | -0.04 |
Amundi Actions 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 Amundi Actions' Buy-and-hold return. Our buy-and-hold chart shows how Amundi Actions performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Amundi Actions Market Price Analysis
Market price analysis indicators help investors to evaluate how Amundi Actions fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Amundi Actions shares will generate the highest return on investment. By understating and applying Amundi Actions fund market price indicators, traders can identify Amundi Actions position entry and exit signals to maximize returns.
Amundi Actions Return and Market Media
The median price of Amundi Actions for the period between Sun, Sep 29, 2024 and Sat, Dec 28, 2024 is 32.23 with a coefficient of variation of 3.0. The daily time series for the period is distributed with a sample standard deviation of 0.96, arithmetic mean of 32.1, and mean deviation of 0.86. The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Amundi Actions 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 Amundi or other funds. Alpha measures the amount that position in Amundi Actions Inter 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 Amundi Actions 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, Amundi Actions' short interest history, or implied volatility extrapolated from Amundi Actions options trading.
Build Portfolio with Amundi Actions
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
Other Information on Investing in Amundi Fund
Amundi Actions financial ratios help investors to determine whether Amundi Fund 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 Amundi with respect to the benefits of owning Amundi Actions security.
| Portfolio Dashboard Portfolio dashboard that provides centralized access to all your investments | |
| Economic Indicators Top statistical indicators that provide insights into how an economy is performing |