DAIDO METAL (Germany) Alpha and Beta Analysis

69L Stock  EUR 3.06  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 DAIDO METAL TD. It also helps investors analyze the systematic and unsystematic risks associated with investing in DAIDO METAL over a specified time horizon. Remember, high DAIDO METAL'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 DAIDO METAL's market risk premium analysis include:
Beta
(0.39)
Alpha
0.0692
Risk
1.5
Sharpe Ratio
0.0905
Expected Return
0.14
Please note that although DAIDO METAL alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, DAIDO METAL did 0.07  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of DAIDO METAL TD stock's relative risk over its benchmark. DAIDO METAL TD has a beta of 0.39  . As returns on the market increase, returns on owning DAIDO METAL are expected to decrease at a much lower rate. During the bear market, DAIDO METAL is likely to outperform the market. .
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.
  
Check out DAIDO METAL Backtesting, DAIDO METAL Valuation, DAIDO METAL Correlation, DAIDO METAL Hype Analysis, DAIDO METAL Volatility, DAIDO METAL History and analyze DAIDO METAL Performance.

DAIDO METAL Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. DAIDO METAL market risk premium is the additional return an investor will receive from holding DAIDO METAL 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 DAIDO METAL. 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 DAIDO METAL's performance over market.
α0.07   β-0.39

DAIDO METAL 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 DAIDO METAL's Buy-and-hold return. Our buy-and-hold chart shows how DAIDO METAL performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

DAIDO METAL Market Price Analysis

Market price analysis indicators help investors to evaluate how DAIDO METAL stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading DAIDO METAL shares will generate the highest return on investment. By understating and applying DAIDO METAL stock market price indicators, traders can identify DAIDO METAL position entry and exit signals to maximize returns.

DAIDO METAL Return and Market Media

The median price of DAIDO METAL for the period between Tue, Oct 8, 2024 and Mon, Jan 6, 2025 is 2.82 with a coefficient of variation of 2.58. The daily time series for the period is distributed with a sample standard deviation of 0.07, arithmetic mean of 2.83, and mean deviation of 0.06. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About DAIDO METAL 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 DAIDO or other stocks. Alpha measures the amount that position in DAIDO METAL TD 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 DAIDO METAL 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, DAIDO METAL's short interest history, or implied volatility extrapolated from DAIDO METAL options trading.

Build Portfolio with DAIDO METAL

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

By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations

Other Information on Investing in DAIDO Stock

DAIDO METAL financial ratios help investors to determine whether DAIDO Stock 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 DAIDO with respect to the benefits of owning DAIDO METAL security.