Everest Group (Germany) Alpha and Beta Analysis
| ERE Stock | EUR 334.20 3.40 1.01% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Everest Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Everest Group over a specified time horizon. Remember, high Everest 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 Everest Group's market risk premium analysis include:
Beta 0.93 | Alpha (0.06) | Risk 1.87 | Sharpe Ratio (0.03) | Expected Return (0.05) |
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.
Everest |
Everest Group Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Everest Group market risk premium is the additional return an investor will receive from holding Everest 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 Everest 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 Everest Group's performance over market.| α | -0.06 | β | 0.93 |
Everest 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 Everest Group's Buy-and-hold return. Our buy-and-hold chart shows how Everest Group performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Everest Group Market Price Analysis
Market price analysis indicators help investors to evaluate how Everest Group stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Everest Group shares will generate the highest return on investment. By understating and applying Everest Group stock market price indicators, traders can identify Everest Group position entry and exit signals to maximize returns.
Everest Group Return and Market Media
The median price of Everest Group for the period between Mon, Sep 23, 2024 and Sun, Dec 22, 2024 is 349.5 with a coefficient of variation of 3.26. The daily time series for the period is distributed with a sample standard deviation of 11.37, arithmetic mean of 348.82, and mean deviation of 8.8. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Everest 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 Everest or other stocks. Alpha measures the amount that position in Everest Group 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 Everest 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, Everest Group's short interest history, or implied volatility extrapolated from Everest Group options trading.
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Additional Information and Resources on Investing in Everest Stock
When determining whether Everest Group is a strong investment it is important to analyze Everest Group's 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 Everest Group's future performance. For an informed investment choice regarding Everest Stock, refer to the following important reports:Check out Everest Group Backtesting, Everest Group Valuation, Everest Group Correlation, Everest Group Hype Analysis, Everest Group Volatility, Everest Group History and analyze Everest Group Performance. For more detail on how to invest in Everest Stock please use our How to Invest in Everest Group guide.You can also try the Stocks Directory module to find actively traded stocks across global markets.
Everest Group 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.