Frigoglass SAIC (Greece) Alpha and Beta Analysis

FRIGO Stock  EUR 0.22  0.01  4.35%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Frigoglass SAIC. It also helps investors analyze the systematic and unsystematic risks associated with investing in Frigoglass SAIC over a specified time horizon. Remember, high Frigoglass SAIC'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 Frigoglass SAIC's market risk premium analysis include:
Beta
0.21
Alpha
0.0548
Risk
4.93
Sharpe Ratio
0.0086
Expected Return
0.0423
Please note that although Frigoglass SAIC alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Frigoglass SAIC did 0.05  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Frigoglass SAIC stock's relative risk over its benchmark. Frigoglass SAIC has a beta of 0.21  . As returns on the market increase, Frigoglass SAIC's returns are expected to increase less than the market. However, during the bear market, the loss of holding Frigoglass SAIC is expected to be smaller as well. .
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.
  
Check out Frigoglass SAIC Backtesting, Frigoglass SAIC Valuation, Frigoglass SAIC Correlation, Frigoglass SAIC Hype Analysis, Frigoglass SAIC Volatility, Frigoglass SAIC History and analyze Frigoglass SAIC Performance.

Frigoglass SAIC Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Frigoglass SAIC market risk premium is the additional return an investor will receive from holding Frigoglass SAIC 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 Frigoglass SAIC. 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 Frigoglass SAIC's performance over market.
α0.05   β0.21

Frigoglass SAIC 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 Frigoglass SAIC's Buy-and-hold return. Our buy-and-hold chart shows how Frigoglass SAIC performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Frigoglass SAIC Market Price Analysis

Market price analysis indicators help investors to evaluate how Frigoglass SAIC stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Frigoglass SAIC shares will generate the highest return on investment. By understating and applying Frigoglass SAIC stock market price indicators, traders can identify Frigoglass SAIC position entry and exit signals to maximize returns.

Frigoglass SAIC Return and Market Media

The median price of Frigoglass SAIC for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 0.22 with a coefficient of variation of 8.09. The daily time series for the period is distributed with a sample standard deviation of 0.02, arithmetic mean of 0.22, and mean deviation of 0.01. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Frigoglass SAIC 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 Frigoglass or other stocks. Alpha measures the amount that position in Frigoglass SAIC 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 Frigoglass SAIC 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, Frigoglass SAIC's short interest history, or implied volatility extrapolated from Frigoglass SAIC options trading.

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations

Other Information on Investing in Frigoglass Stock

Frigoglass SAIC financial ratios help investors to determine whether Frigoglass 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 Frigoglass with respect to the benefits of owning Frigoglass SAIC security.