Nano Dimension (Germany) Alpha and Beta Analysis
| 2N5B Stock | EUR 2.32 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 Nano Dimension. It also helps investors analyze the systematic and unsystematic risks associated with investing in Nano Dimension over a specified time horizon. Remember, high Nano Dimension'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 Nano Dimension's market risk premium analysis include:
Beta (0.36) | Alpha 0.31 | Risk 3.45 | Sharpe Ratio 0.0328 | 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.
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Nano Dimension Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Nano Dimension market risk premium is the additional return an investor will receive from holding Nano Dimension 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 Nano Dimension. 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 Nano Dimension's performance over market.| α | 0.31 | β | -0.36 |
Nano Dimension 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 Nano Dimension's Buy-and-hold return. Our buy-and-hold chart shows how Nano Dimension performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Nano Dimension Market Price Analysis
Market price analysis indicators help investors to evaluate how Nano Dimension stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Nano Dimension shares will generate the highest return on investment. By understating and applying Nano Dimension stock market price indicators, traders can identify Nano Dimension position entry and exit signals to maximize returns.
Nano Dimension Return and Market Media
The median price of Nano Dimension for the period between Sat, Sep 28, 2024 and Fri, Dec 27, 2024 is 2.1 with a coefficient of variation of 5.65. The daily time series for the period is distributed with a sample standard deviation of 0.12, arithmetic mean of 2.1, and mean deviation of 0.09. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Nano Dimension 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 Nano or other stocks. Alpha measures the amount that position in Nano Dimension 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 Nano Dimension 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, Nano Dimension's short interest history, or implied volatility extrapolated from Nano Dimension options trading.
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Additional Information and Resources on Investing in Nano Stock
When determining whether Nano Dimension is a strong investment it is important to analyze Nano Dimension's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Nano Dimension's future performance. For an informed investment choice regarding Nano Stock, refer to the following important reports:Check out Nano Dimension Backtesting, Nano Dimension Valuation, Nano Dimension Correlation, Nano Dimension Hype Analysis, Nano Dimension Volatility, Nano Dimension History and analyze Nano Dimension Performance. For more detail on how to invest in Nano Stock please use our How to Invest in Nano Dimension guide.You can also try the Stocks Directory module to find actively traded stocks across global markets.
Nano Dimension technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.