Creotech Instruments (Poland) Alpha and Beta Analysis
| CRI Stock | 151.00 1.00 0.66% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Creotech Instruments SA. It also helps investors analyze the systematic and unsystematic risks associated with investing in Creotech Instruments over a specified time horizon. Remember, high Creotech Instruments' 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 Creotech Instruments' market risk premium analysis include:
Beta (0.18) | Alpha (0.28) | Risk 2.9 | Sharpe Ratio (0.11) | Expected Return (0.32) |
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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Creotech Instruments Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Creotech Instruments market risk premium is the additional return an investor will receive from holding Creotech Instruments 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 Creotech Instruments. 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 Creotech Instruments' performance over market.| α | -0.28 | β | -0.18 |
Creotech Instruments 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 Creotech Instruments' Buy-and-hold return. Our buy-and-hold chart shows how Creotech Instruments performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Creotech Instruments Market Price Analysis
Market price analysis indicators help investors to evaluate how Creotech Instruments stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Creotech Instruments shares will generate the highest return on investment. By understating and applying Creotech Instruments stock market price indicators, traders can identify Creotech Instruments position entry and exit signals to maximize returns.
Creotech Instruments Return and Market Media
The median price of Creotech Instruments for the period between Thu, Sep 12, 2024 and Wed, Dec 11, 2024 is 150.5 with a coefficient of variation of 12.17. The daily time series for the period is distributed with a sample standard deviation of 18.71, arithmetic mean of 153.67, and mean deviation of 14.42. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Creotech Instruments 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 Creotech or other stocks. Alpha measures the amount that position in Creotech Instruments 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 Creotech Instruments 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, Creotech Instruments' short interest history, or implied volatility extrapolated from Creotech Instruments options trading.
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Additional Tools for Creotech Stock Analysis
When running Creotech Instruments' price analysis, check to measure Creotech Instruments' 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 Creotech Instruments is operating at the current time. Most of Creotech Instruments' value examination focuses on studying past and present price action to predict the probability of Creotech Instruments' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Creotech Instruments' price. Additionally, you may evaluate how the addition of Creotech Instruments to your portfolios can decrease your overall portfolio volatility.