Erste Group Bank Stock Alpha and Beta Analysis
| EBKOF Stock | USD 60.95 0.30 0.49% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Erste Group Bank. It also helps investors analyze the systematic and unsystematic risks associated with investing in Erste Group over a specified time horizon. Remember, high Erste Group'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 Erste Group's market risk premium analysis include:
Beta 0.58 | Alpha 0.16 | Risk 1.99 | Sharpe Ratio 0.1 | Expected Return 0.2 |
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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Erste Group Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Erste Group market risk premium is the additional return an investor will receive from holding Erste Group 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 Erste Group. 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 Erste Group's performance over market.| α | 0.16 | β | 0.58 |
Erste Group 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 Erste Group's Buy-and-hold return. Our buy-and-hold chart shows how Erste Group performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Erste Group Market Price Analysis
Market price analysis indicators help investors to evaluate how Erste Group pink sheet reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Erste Group shares will generate the highest return on investment. By understating and applying Erste Group pink sheet market price indicators, traders can identify Erste Group position entry and exit signals to maximize returns.
Erste Group Return and Market Media
The median price of Erste Group for the period between Fri, Sep 27, 2024 and Thu, Dec 26, 2024 is 54.61 with a coefficient of variation of 4.68. The daily time series for the period is distributed with a sample standard deviation of 2.61, arithmetic mean of 55.69, and mean deviation of 2.0. The Stock received a lot of media exposure during the period. Price Growth (%) |
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About Erste Group 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 Erste or other pink sheets. Alpha measures the amount that position in Erste Group Bank 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 Erste Group 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, Erste Group's short interest history, or implied volatility extrapolated from Erste Group options trading.
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Other Information on Investing in Erste Pink Sheet
Erste Group financial ratios help investors to determine whether Erste Pink Sheet 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 Erste with respect to the benefits of owning Erste Group security.