JJ SNACK (Germany) Alpha and Beta Analysis
| JJ1 Stock | EUR 125.00 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 JJ SNACK FOODS. It also helps investors analyze the systematic and unsystematic risks associated with investing in JJ SNACK over a specified time horizon. Remember, high JJ SNACK'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 JJ SNACK's market risk premium analysis include:
Beta (0.19) | Alpha (0.40) | Risk 2.09 | Sharpe Ratio (0.19) | Expected Return (0.40) |
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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JJ SNACK Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. JJ SNACK market risk premium is the additional return an investor will receive from holding JJ SNACK 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 JJ SNACK. 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 JJ SNACK's performance over market.| α | -0.4 | β | -0.19 |
JJ SNACK 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 JJ SNACK's Buy-and-hold return. Our buy-and-hold chart shows how JJ SNACK performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.JJ SNACK Market Price Analysis
Market price analysis indicators help investors to evaluate how JJ SNACK stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading JJ SNACK shares will generate the highest return on investment. By understating and applying JJ SNACK stock market price indicators, traders can identify JJ SNACK position entry and exit signals to maximize returns.
JJ SNACK Return and Market Media
The median price of JJ SNACK for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 135.0 with a coefficient of variation of 11.45. The daily time series for the period is distributed with a sample standard deviation of 15.7, arithmetic mean of 137.09, and mean deviation of 13.7. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About JJ SNACK 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 JJ1 or other stocks. Alpha measures the amount that position in JJ SNACK FOODS 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 JJ SNACK 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, JJ SNACK's short interest history, or implied volatility extrapolated from JJ SNACK options trading.
Build Portfolio with JJ SNACK
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Additional Tools for JJ1 Stock Analysis
When running JJ SNACK's price analysis, check to measure JJ SNACK'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 JJ SNACK is operating at the current time. Most of JJ SNACK's value examination focuses on studying past and present price action to predict the probability of JJ SNACK's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move JJ SNACK's price. Additionally, you may evaluate how the addition of JJ SNACK to your portfolios can decrease your overall portfolio volatility.