KION Group (Germany) Alpha and Beta Analysis
| KGX Stock | EUR 31.40 0.11 0.35% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as KION Group AG. It also helps investors analyze the systematic and unsystematic risks associated with investing in KION Group over a specified time horizon. Remember, high KION Group'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 KION Group's market risk premium analysis include:
Beta (0.20) | Alpha (0.09) | Risk 2.35 | Sharpe Ratio (0.07) | Expected Return (0.16) |
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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KION Group Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. KION Group market risk premium is the additional return an investor will receive from holding KION Group 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 KION Group. 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 KION Group's performance over market.| α | -0.09 | β | -0.2 |
KION Group 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 KION Group's Buy-and-hold return. Our buy-and-hold chart shows how KION Group performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.KION Group Market Price Analysis
Market price analysis indicators help investors to evaluate how KION Group stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading KION Group shares will generate the highest return on investment. By understating and applying KION Group stock market price indicators, traders can identify KION Group position entry and exit signals to maximize returns.
KION Group Return and Market Media
The median price of KION Group for the period between Sun, Sep 29, 2024 and Sat, Dec 28, 2024 is 35.1 with a coefficient of variation of 4.37. The daily time series for the period is distributed with a sample standard deviation of 1.51, arithmetic mean of 34.61, and mean deviation of 1.23. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About KION Group 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 KION or other stocks. Alpha measures the amount that position in KION Group AG 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 KION Group 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, KION Group's short interest history, or implied volatility extrapolated from KION Group options trading.
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Other Information on Investing in KION Stock
KION Group financial ratios help investors to determine whether KION 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 KION with respect to the benefits of owning KION Group security.