Ambu AS (Denmark) Alpha and Beta Analysis
| AMBU-B Stock | DKK 120.45 0.55 0.46% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ambu AS. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ambu AS over a specified time horizon. Remember, high Ambu AS'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 Ambu AS's market risk premium analysis include:
Beta 0.43 | Alpha 0.2 | Risk 2.86 | Sharpe Ratio 0.0989 | Expected Return 0.28 |
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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Ambu AS Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ambu AS market risk premium is the additional return an investor will receive from holding Ambu AS 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 Ambu AS. 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 Ambu AS's performance over market.| α | 0.20 | β | 0.43 |
Ambu AS 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 Ambu AS's Buy-and-hold return. Our buy-and-hold chart shows how Ambu AS performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Ambu AS Market Price Analysis
Market price analysis indicators help investors to evaluate how Ambu AS stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Ambu AS shares will generate the highest return on investment. By understating and applying Ambu AS stock market price indicators, traders can identify Ambu AS position entry and exit signals to maximize returns.
Ambu AS Return and Market Media
The median price of Ambu AS for the period between Tue, Dec 17, 2024 and Mon, Mar 17, 2025 is 133.55 with a coefficient of variation of 10.5. The daily time series for the period is distributed with a sample standard deviation of 13.22, arithmetic mean of 125.85, and mean deviation of 11.92. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Ambu AS 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 Ambu or other stocks. Alpha measures the amount that position in Ambu AS 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 Ambu AS 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, Ambu AS's short interest history, or implied volatility extrapolated from Ambu AS options trading.
Build Portfolio with Ambu AS
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Other Information on Investing in Ambu Stock
Ambu AS financial ratios help investors to determine whether Ambu 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 Ambu with respect to the benefits of owning Ambu AS security.