Eolus Vind (Sweden) Alpha and Beta Analysis
| EOLU-B Stock | SEK 47.15 1.65 3.63% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Eolus Vind AB. It also helps investors analyze the systematic and unsystematic risks associated with investing in Eolus Vind over a specified time horizon. Remember, high Eolus Vind'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 Eolus Vind's market risk premium analysis include:
Beta 0.35 | Alpha (0.31) | Risk 2.49 | Sharpe Ratio (0.08) | Expected Return (0.19) |
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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Eolus Vind Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Eolus Vind market risk premium is the additional return an investor will receive from holding Eolus Vind 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 Eolus Vind. 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 Eolus Vind's performance over market.| α | -0.31 | β | 0.35 |
Eolus Vind 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 Eolus Vind's Buy-and-hold return. Our buy-and-hold chart shows how Eolus Vind performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Eolus Vind Market Price Analysis
Market price analysis indicators help investors to evaluate how Eolus Vind stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Eolus Vind shares will generate the highest return on investment. By understating and applying Eolus Vind stock market price indicators, traders can identify Eolus Vind position entry and exit signals to maximize returns.
Eolus Vind Return and Market Media
The median price of Eolus Vind for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 48.05 with a coefficient of variation of 5.41. The daily time series for the period is distributed with a sample standard deviation of 2.62, arithmetic mean of 48.43, and mean deviation of 2.09. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Eolus Vind 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 Eolus or other stocks. Alpha measures the amount that position in Eolus Vind AB 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 Eolus Vind 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, Eolus Vind's short interest history, or implied volatility extrapolated from Eolus Vind options trading.
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Other Information on Investing in Eolus Stock
Eolus Vind financial ratios help investors to determine whether Eolus 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 Eolus with respect to the benefits of owning Eolus Vind security.