GEAR4MUSIC (Germany) Alpha and Beta Analysis
| G4A Stock | EUR 1.95 0.06 3.17% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as GEAR4MUSIC LS 10. It also helps investors analyze the systematic and unsystematic risks associated with investing in GEAR4MUSIC over a specified time horizon. Remember, high GEAR4MUSIC'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 GEAR4MUSIC's market risk premium analysis include:
Beta 0.3 | Alpha (0.20) | Risk 2.04 | Sharpe Ratio (0.11) | Expected Return (0.22) |
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.
GEAR4MUSIC |
GEAR4MUSIC Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. GEAR4MUSIC market risk premium is the additional return an investor will receive from holding GEAR4MUSIC 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 GEAR4MUSIC. 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 GEAR4MUSIC's performance over market.| α | -0.2 | β | 0.30 |
GEAR4MUSIC 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 GEAR4MUSIC's Buy-and-hold return. Our buy-and-hold chart shows how GEAR4MUSIC performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.GEAR4MUSIC Market Price Analysis
Market price analysis indicators help investors to evaluate how GEAR4MUSIC stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading GEAR4MUSIC shares will generate the highest return on investment. By understating and applying GEAR4MUSIC stock market price indicators, traders can identify GEAR4MUSIC position entry and exit signals to maximize returns.
GEAR4MUSIC Return and Market Media
The median price of GEAR4MUSIC for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 1.96 with a coefficient of variation of 5.59. The daily time series for the period is distributed with a sample standard deviation of 0.11, arithmetic mean of 1.95, and mean deviation of 0.08. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About GEAR4MUSIC 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 GEAR4MUSIC or other stocks. Alpha measures the amount that position in GEAR4MUSIC LS 10 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 GEAR4MUSIC 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, GEAR4MUSIC's short interest history, or implied volatility extrapolated from GEAR4MUSIC options trading.
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Other Information on Investing in GEAR4MUSIC Stock
GEAR4MUSIC financial ratios help investors to determine whether GEAR4MUSIC 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 GEAR4MUSIC with respect to the benefits of owning GEAR4MUSIC security.