Essilor International Sa Stock Alpha and Beta Analysis
| ESLOY Stock | USD 121.58 0.69 0.57% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Essilor International SA. It also helps investors analyze the systematic and unsystematic risks associated with investing in Essilor International over a specified time horizon. Remember, high Essilor International'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 Essilor International's market risk premium analysis include:
Beta 0.13 | Alpha 0.008556 | Risk 1.14 | Sharpe Ratio 0.043 | Expected Return 0.0488 |
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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Essilor International Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Essilor International market risk premium is the additional return an investor will receive from holding Essilor International 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 Essilor International. 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 Essilor International's performance over market.| α | 0.01 | β | 0.13 |
Essilor International 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 Essilor International's Buy-and-hold return. Our buy-and-hold chart shows how Essilor International performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Essilor International Market Price Analysis
Market price analysis indicators help investors to evaluate how Essilor International 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 Essilor International shares will generate the highest return on investment. By understating and applying Essilor International pink sheet market price indicators, traders can identify Essilor International position entry and exit signals to maximize returns.
Essilor International Return and Market Media
The median price of Essilor International for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 117.73 with a coefficient of variation of 2.3. The daily time series for the period is distributed with a sample standard deviation of 2.71, arithmetic mean of 118.18, and mean deviation of 2.25. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Essilor International 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 Essilor or other pink sheets. Alpha measures the amount that position in Essilor International 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 Essilor International 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, Essilor International's short interest history, or implied volatility extrapolated from Essilor International options trading.
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Additional Tools for Essilor Pink Sheet Analysis
When running Essilor International's price analysis, check to measure Essilor International's 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 Essilor International is operating at the current time. Most of Essilor International's value examination focuses on studying past and present price action to predict the probability of Essilor International's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Essilor International's price. Additionally, you may evaluate how the addition of Essilor International to your portfolios can decrease your overall portfolio volatility.