Adcock Ingram (South Africa) Alpha and Beta Analysis
| AIP Stock | 6,633 52.00 0.78% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Adcock Ingram Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Adcock Ingram over a specified time horizon. Remember, high Adcock Ingram'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 Adcock Ingram's market risk premium analysis include:
Beta 0.27 | Alpha 0.0409 | Risk 1.74 | Sharpe Ratio (0.05) | Expected Return (0.09) |
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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Adcock Ingram Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Adcock Ingram market risk premium is the additional return an investor will receive from holding Adcock Ingram 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 Adcock Ingram. 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 Adcock Ingram's performance over market.| α | 0.04 | β | 0.27 |
Adcock Ingram 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 Adcock Ingram's Buy-and-hold return. Our buy-and-hold chart shows how Adcock Ingram performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Adcock Ingram Market Price Analysis
Market price analysis indicators help investors to evaluate how Adcock Ingram stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Adcock Ingram shares will generate the highest return on investment. By understating and applying Adcock Ingram stock market price indicators, traders can identify Adcock Ingram position entry and exit signals to maximize returns.
Adcock Ingram Return and Market Media
The median price of Adcock Ingram for the period between Thu, Sep 26, 2024 and Wed, Dec 25, 2024 is 6780.0 with a coefficient of variation of 2.51. The daily time series for the period is distributed with a sample standard deviation of 170.89, arithmetic mean of 6806.18, and mean deviation of 141.2. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Adcock Ingram 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 Adcock or other stocks. Alpha measures the amount that position in Adcock Ingram Holdings 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 Adcock Ingram 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, Adcock Ingram's short interest history, or implied volatility extrapolated from Adcock Ingram options trading.
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Other Information on Investing in Adcock Stock
Adcock Ingram financial ratios help investors to determine whether Adcock 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 Adcock with respect to the benefits of owning Adcock Ingram security.