BankInvest Hojrentelande (Denmark) Alpha and Beta Analysis
| BAIEMOBA | DKK 52.84 0.02 0.04% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as BankInvest Hojrentelande. It also helps investors analyze the systematic and unsystematic risks associated with investing in BankInvest Hojrentelande over a specified time horizon. Remember, high BankInvest Hojrentelande'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 BankInvest Hojrentelande's market risk premium analysis include:
Beta 0.0284 | Alpha (0.02) | Risk 0.28 | Sharpe Ratio (0.02) | Expected Return (0.01) |
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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BankInvest Hojrentelande Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. BankInvest Hojrentelande market risk premium is the additional return an investor will receive from holding BankInvest Hojrentelande 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 BankInvest Hojrentelande. 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 BankInvest Hojrentelande's performance over market.| α | -0.02 | β | 0.03 |
BankInvest Hojrentelande 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 BankInvest Hojrentelande's Buy-and-hold return. Our buy-and-hold chart shows how BankInvest Hojrentelande performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.BankInvest Hojrentelande Market Price Analysis
Market price analysis indicators help investors to evaluate how BankInvest Hojrentelande fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading BankInvest Hojrentelande shares will generate the highest return on investment. By understating and applying BankInvest Hojrentelande fund market price indicators, traders can identify BankInvest Hojrentelande position entry and exit signals to maximize returns.
BankInvest Hojrentelande Return and Market Media
The median price of BankInvest Hojrentelande for the period between Wed, Oct 9, 2024 and Tue, Jan 7, 2025 is 53.0 with a coefficient of variation of 0.58. The daily time series for the period is distributed with a sample standard deviation of 0.3, arithmetic mean of 52.99, and mean deviation of 0.25. The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
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About BankInvest Hojrentelande 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 BankInvest or other funds. Alpha measures the amount that position in BankInvest Hojrentelande 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 BankInvest Hojrentelande 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, BankInvest Hojrentelande's short interest history, or implied volatility extrapolated from BankInvest Hojrentelande options trading.
Build Portfolio with BankInvest Hojrentelande
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Other Information on Investing in BankInvest Fund
BankInvest Hojrentelande financial ratios help investors to determine whether BankInvest Fund 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 BankInvest with respect to the benefits of owning BankInvest Hojrentelande security.
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