INA Industrija (Croatia) Alpha and Beta Analysis
| INA Stock | 456.00 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as INA Industrija Nafte dd. It also helps investors analyze the systematic and unsystematic risks associated with investing in INA Industrija over a specified time horizon. Remember, high INA Industrija'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 INA Industrija's market risk premium analysis include:
Beta (0.56) | Alpha (0.12) | Risk 2.19 | Sharpe Ratio (0) | Expected Return (0.01) |
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.
INA |
INA Industrija Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. INA Industrija market risk premium is the additional return an investor will receive from holding INA Industrija 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 INA Industrija. 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 INA Industrija's performance over market.| α | -0.12 | β | -0.56 |
INA Industrija Opportunities
INA Industrija Return and Market Media
The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About INA Industrija 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 INA or other stocks. Alpha measures the amount that position in INA Industrija Nafte 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 INA Industrija 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, INA Industrija's short interest history, or implied volatility extrapolated from INA Industrija options trading.
Build Portfolio with INA Industrija
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Other Information on Investing in INA Stock
INA Industrija financial ratios help investors to determine whether INA 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 INA with respect to the benefits of owning INA Industrija security.