Avanza Bank (Sweden) Alpha and Beta Analysis
| AZA Stock | SEK 234.00 8.20 3.63% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Avanza Bank Holding. It also helps investors analyze the systematic and unsystematic risks associated with investing in Avanza Bank over a specified time horizon. Remember, high Avanza Bank'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 Avanza Bank's market risk premium analysis include:
Beta (0.13) | Alpha (0.03) | Risk 1.76 | Sharpe Ratio (0.02) | Expected Return (0.04) |
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.
Avanza |
Avanza Bank Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Avanza Bank market risk premium is the additional return an investor will receive from holding Avanza Bank 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 Avanza Bank. 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 Avanza Bank's performance over market.| α | -0.03 | β | -0.13 |
Avanza Bank 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 Avanza Bank's Buy-and-hold return. Our buy-and-hold chart shows how Avanza Bank performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Avanza Bank Market Price Analysis
Market price analysis indicators help investors to evaluate how Avanza Bank stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Avanza Bank shares will generate the highest return on investment. By understating and applying Avanza Bank stock market price indicators, traders can identify Avanza Bank position entry and exit signals to maximize returns.
Avanza Bank Return and Market Media
The median price of Avanza Bank for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 230.0 with a coefficient of variation of 4.36. The daily time series for the period is distributed with a sample standard deviation of 10.11, arithmetic mean of 231.97, and mean deviation of 8.19. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Avanza Bank 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 Avanza or other stocks. Alpha measures the amount that position in Avanza Bank Holding 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 Avanza Bank 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, Avanza Bank's short interest history, or implied volatility extrapolated from Avanza Bank options trading.
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Additional Tools for Avanza Stock Analysis
When running Avanza Bank's price analysis, check to measure Avanza Bank'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 Avanza Bank is operating at the current time. Most of Avanza Bank's value examination focuses on studying past and present price action to predict the probability of Avanza Bank's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Avanza Bank's price. Additionally, you may evaluate how the addition of Avanza Bank to your portfolios can decrease your overall portfolio volatility.