Advanced Braking (Australia) Alpha and Beta Analysis
| ABV Stock | 0.08 0.01 7.87% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Advanced Braking Technology. It also helps investors analyze the systematic and unsystematic risks associated with investing in Advanced Braking over a specified time horizon. Remember, high Advanced Braking'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 Advanced Braking's market risk premium analysis include:
Beta 0.1 | Alpha 0.0694 | Risk 2.61 | Sharpe Ratio 0.0585 | Expected Return 0.15 |
Advanced Braking Quarterly Cash And Equivalents |
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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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Advanced Braking Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Advanced Braking market risk premium is the additional return an investor will receive from holding Advanced Braking 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 Advanced Braking. 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 Advanced Braking's performance over market.| α | 0.07 | β | 0.10 |
Advanced Braking 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 Advanced Braking's Buy-and-hold return. Our buy-and-hold chart shows how Advanced Braking performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Advanced Braking Market Price Analysis
Market price analysis indicators help investors to evaluate how Advanced Braking stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Advanced Braking shares will generate the highest return on investment. By understating and applying Advanced Braking stock market price indicators, traders can identify Advanced Braking position entry and exit signals to maximize returns.
Advanced Braking Return and Market Media
The median price of Advanced Braking for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 0.076 with a coefficient of variation of 7.34. The daily time series for the period is distributed with a sample standard deviation of 0.01, arithmetic mean of 0.08, and mean deviation of 0.0. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Do you own THIS Namo Bharat Rapid Rail-linked stock HINT It is a Nifty 50 counter - ET Now | 09/17/2024 |
2 | Westinghouse Air Brake Technologies Is Up 6.06 percent in One Week What You Should Know - Yahoo Finance | 09/26/2024 |
3 | Advanced Braking Technology Director Increases Stake - Nasdaq | 11/11/2024 |
4 | Advanced Braking Technology Ltd Pursues Growth and Innovation - TipRanks | 11/19/2024 |
About Advanced Braking 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 Advanced or other stocks. Alpha measures the amount that position in Advanced Braking Tec 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 Advanced Braking 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, Advanced Braking's short interest history, or implied volatility extrapolated from Advanced Braking options trading.
Build Portfolio with Advanced Braking
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
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Additional Tools for Advanced Stock Analysis
When running Advanced Braking's price analysis, check to measure Advanced Braking'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 Advanced Braking is operating at the current time. Most of Advanced Braking's value examination focuses on studying past and present price action to predict the probability of Advanced Braking's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Advanced Braking's price. Additionally, you may evaluate how the addition of Advanced Braking to your portfolios can decrease your overall portfolio volatility.