Djerriwarrh Investments (Australia) Alpha and Beta Analysis

DJW Stock   3.23  0.01  0.31%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Djerriwarrh Investments. It also helps investors analyze the systematic and unsystematic risks associated with investing in Djerriwarrh Investments over a specified time horizon. Remember, high Djerriwarrh Investments' 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 Djerriwarrh Investments' market risk premium analysis include:
Beta
0.0455
Alpha
0.0111
Risk
0.76
Sharpe Ratio
0.017
Expected Return
0.0128
Please note that although Djerriwarrh Investments alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Djerriwarrh Investments did 0.01  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Djerriwarrh Investments stock's relative risk over its benchmark. Djerriwarrh Investments has a beta of 0.05  . As returns on the market increase, Djerriwarrh Investments' returns are expected to increase less than the market. However, during the bear market, the loss of holding Djerriwarrh Investments is expected to be smaller as well. .
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.
  
Check out Djerriwarrh Investments Backtesting, Djerriwarrh Investments Valuation, Djerriwarrh Investments Correlation, Djerriwarrh Investments Hype Analysis, Djerriwarrh Investments Volatility, Djerriwarrh Investments History and analyze Djerriwarrh Investments Performance.

Djerriwarrh Investments Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Djerriwarrh Investments market risk premium is the additional return an investor will receive from holding Djerriwarrh Investments 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 Djerriwarrh Investments. 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 Djerriwarrh Investments' performance over market.
α0.01   β0.05

Djerriwarrh Investments 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 Djerriwarrh Investments' Buy-and-hold return. Our buy-and-hold chart shows how Djerriwarrh Investments performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Djerriwarrh Investments Market Price Analysis

Market price analysis indicators help investors to evaluate how Djerriwarrh Investments stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Djerriwarrh Investments shares will generate the highest return on investment. By understating and applying Djerriwarrh Investments stock market price indicators, traders can identify Djerriwarrh Investments position entry and exit signals to maximize returns.

Djerriwarrh Investments Return and Market Media

The median price of Djerriwarrh Investments for the period between Sun, Oct 6, 2024 and Sat, Jan 4, 2025 is 3.19 with a coefficient of variation of 1.25. The daily time series for the period is distributed with a sample standard deviation of 0.04, arithmetic mean of 3.19, and mean deviation of 0.03. The Stock received some media coverage during the period.
 Price Growth (%)  
       Timeline  
1
October 2024s Top ASX Penny Stocks - Simply Wall St
10/23/2024

About Djerriwarrh Investments 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 Djerriwarrh or other stocks. Alpha measures the amount that position in Djerriwarrh Investments 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 Djerriwarrh Investments 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, Djerriwarrh Investments' short interest history, or implied volatility extrapolated from Djerriwarrh Investments options trading.

Build Portfolio with Djerriwarrh Investments

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Additional Tools for Djerriwarrh Stock Analysis

When running Djerriwarrh Investments' price analysis, check to measure Djerriwarrh Investments' 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 Djerriwarrh Investments is operating at the current time. Most of Djerriwarrh Investments' value examination focuses on studying past and present price action to predict the probability of Djerriwarrh Investments' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Djerriwarrh Investments' price. Additionally, you may evaluate how the addition of Djerriwarrh Investments to your portfolios can decrease your overall portfolio volatility.