American States (Germany) Alpha and Beta Analysis
| FDK Stock | EUR 75.45 0.75 0.98% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as American States Water. It also helps investors analyze the systematic and unsystematic risks associated with investing in American States over a specified time horizon. Remember, high American States' 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 American States' market risk premium analysis include:
Beta 0.26 | Alpha 0.0125 | Risk 1.38 | Sharpe Ratio 0.0183 | Expected Return 0.0253 |
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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American States Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. American States market risk premium is the additional return an investor will receive from holding American States 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 American States. 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 American States' performance over market.| α | 0.01 | β | 0.26 |
American States 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 American States' Buy-and-hold return. Our buy-and-hold chart shows how American States performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.American States Market Price Analysis
Market price analysis indicators help investors to evaluate how American States stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading American States shares will generate the highest return on investment. By understating and applying American States stock market price indicators, traders can identify American States position entry and exit signals to maximize returns.
American States Return and Market Media
The median price of American States for the period between Sun, Sep 22, 2024 and Sat, Dec 21, 2024 is 77.49 with a coefficient of variation of 3.23. The daily time series for the period is distributed with a sample standard deviation of 2.49, arithmetic mean of 77.21, and mean deviation of 2.17. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About American States 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 American or other stocks. Alpha measures the amount that position in American States Water 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 American States 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, American States' short interest history, or implied volatility extrapolated from American States options trading.
Build Portfolio with American States
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Additional Information and Resources on Investing in American Stock
When determining whether American States Water is a strong investment it is important to analyze American States' 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 American States' future performance. For an informed investment choice regarding American Stock, refer to the following important reports:Check out American States Backtesting, American States Valuation, American States Correlation, American States Hype Analysis, American States Volatility, American States History and analyze American States Performance. You can also try the Headlines Timeline module to stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity.
American States 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.