AGFA Gevaert (Belgium) Alpha and Beta Analysis
| AGFB Stock | EUR 0.70 0.04 5.41% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as AGFA Gevaert NV. It also helps investors analyze the systematic and unsystematic risks associated with investing in AGFA Gevaert over a specified time horizon. Remember, high AGFA Gevaert'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 AGFA Gevaert's market risk premium analysis include:
Beta 1.04 | Alpha (0.55) | Risk 3.67 | Sharpe Ratio (0.16) | Expected Return (0.58) |
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.
AGFA |
AGFA Gevaert Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. AGFA Gevaert market risk premium is the additional return an investor will receive from holding AGFA Gevaert 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 AGFA Gevaert. 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 AGFA Gevaert's performance over market.| α | -0.55 | β | 1.04 |
AGFA Gevaert 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 AGFA Gevaert's Buy-and-hold return. Our buy-and-hold chart shows how AGFA Gevaert performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.AGFA Gevaert Market Price Analysis
Market price analysis indicators help investors to evaluate how AGFA Gevaert stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading AGFA Gevaert shares will generate the highest return on investment. By understating and applying AGFA Gevaert stock market price indicators, traders can identify AGFA Gevaert position entry and exit signals to maximize returns.
AGFA Gevaert Return and Market Media
The median price of AGFA Gevaert for the period between Sat, Sep 14, 2024 and Fri, Dec 13, 2024 is 1.01 with a coefficient of variation of 16.11. The daily time series for the period is distributed with a sample standard deviation of 0.15, arithmetic mean of 0.93, and mean deviation of 0.13. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About AGFA Gevaert 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 AGFA or other stocks. Alpha measures the amount that position in AGFA Gevaert NV 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 AGFA Gevaert 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, AGFA Gevaert's short interest history, or implied volatility extrapolated from AGFA Gevaert options trading.
Build Portfolio with AGFA Gevaert
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
Additional Tools for AGFA Stock Analysis
When running AGFA Gevaert's price analysis, check to measure AGFA Gevaert'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 AGFA Gevaert is operating at the current time. Most of AGFA Gevaert's value examination focuses on studying past and present price action to predict the probability of AGFA Gevaert's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AGFA Gevaert's price. Additionally, you may evaluate how the addition of AGFA Gevaert to your portfolios can decrease your overall portfolio volatility.