Cars (Germany) Alpha and Beta Analysis
| CK3 Stock | EUR 18.50 0.40 2.12% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Cars Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Cars over a specified time horizon. Remember, high Cars' 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 Cars' market risk premium analysis include:
Beta 1 | Alpha 0.13 | Risk 2.51 | Sharpe Ratio 0.1 | Expected Return 0.26 |
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.
Cars |
Cars Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Cars market risk premium is the additional return an investor will receive from holding Cars 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 Cars. 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 Cars' performance over market.| α | 0.13 | β | 1.00 |
Cars 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 Cars' Buy-and-hold return. Our buy-and-hold chart shows how Cars performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Cars Market Price Analysis
Market price analysis indicators help investors to evaluate how Cars stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Cars shares will generate the highest return on investment. By understating and applying Cars stock market price indicators, traders can identify Cars position entry and exit signals to maximize returns.
Cars Return and Market Media
The median price of Cars for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 15.4 with a coefficient of variation of 8.42. The daily time series for the period is distributed with a sample standard deviation of 1.31, arithmetic mean of 15.59, and mean deviation of 1.05. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Cars 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 Cars or other stocks. Alpha measures the amount that position in Cars Inc 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 Cars 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, Cars' short interest history, or implied volatility extrapolated from Cars options trading.
Build Portfolio with Cars
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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Additional Information and Resources on Investing in Cars Stock
When determining whether Cars Inc is a strong investment it is important to analyze Cars' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Cars' future performance. For an informed investment choice regarding Cars Stock, refer to the following important reports:Check out Cars Backtesting, Cars Valuation, Cars Correlation, Cars Hype Analysis, Cars Volatility, Cars History and analyze Cars Performance. You can also try the Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.
Cars technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.