Bavarian Nordic (Denmark) Alpha and Beta Analysis
| BAVA Stock | DKK 193.40 0.10 0.05% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Bavarian Nordic. It also helps investors analyze the systematic and unsystematic risks associated with investing in Bavarian Nordic over a specified time horizon. Remember, high Bavarian Nordic'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 Bavarian Nordic's market risk premium analysis include:
Beta 0.26 | Alpha (0.47) | Risk 3.29 | Sharpe Ratio (0.13) | Expected Return (0.43) |
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.
Bavarian |
Bavarian Nordic Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Bavarian Nordic market risk premium is the additional return an investor will receive from holding Bavarian Nordic 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 Bavarian Nordic. 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 Bavarian Nordic's performance over market.| α | -0.47 | β | 0.26 |
Bavarian Nordic 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 Bavarian Nordic's Buy-and-hold return. Our buy-and-hold chart shows how Bavarian Nordic performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Bavarian Nordic Market Price Analysis
Market price analysis indicators help investors to evaluate how Bavarian Nordic stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Bavarian Nordic shares will generate the highest return on investment. By understating and applying Bavarian Nordic stock market price indicators, traders can identify Bavarian Nordic position entry and exit signals to maximize returns.
Bavarian Nordic Return and Market Media
The median price of Bavarian Nordic for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 219.1 with a coefficient of variation of 9.31. The daily time series for the period is distributed with a sample standard deviation of 20.52, arithmetic mean of 220.41, and mean deviation of 16.32. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Bavarian Nordic 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 Bavarian or other stocks. Alpha measures the amount that position in Bavarian Nordic 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 Bavarian Nordic 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, Bavarian Nordic's short interest history, or implied volatility extrapolated from Bavarian Nordic options trading.
Build Portfolio with Bavarian Nordic
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
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Other Information on Investing in Bavarian Stock
Bavarian Nordic financial ratios help investors to determine whether Bavarian 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 Bavarian with respect to the benefits of owning Bavarian Nordic security.