Kapsch Traffic (Austria) Alpha and Beta Analysis
| KTCG Stock | EUR 7.14 0.14 2.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Kapsch Traffic. It also helps investors analyze the systematic and unsystematic risks associated with investing in Kapsch Traffic over a specified time horizon. Remember, high Kapsch Traffic'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 Kapsch Traffic's market risk premium analysis include:
Beta (0.17) | Alpha (0.13) | Risk 2.43 | Sharpe Ratio (0.03) | Expected Return (0.06) |
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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Kapsch Traffic Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Kapsch Traffic market risk premium is the additional return an investor will receive from holding Kapsch Traffic 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 Kapsch Traffic. 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 Kapsch Traffic's performance over market.| α | -0.13 | β | -0.17 |
Kapsch Traffic 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 Kapsch Traffic's Buy-and-hold return. Our buy-and-hold chart shows how Kapsch Traffic performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Kapsch Traffic Market Price Analysis
Market price analysis indicators help investors to evaluate how Kapsch Traffic stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Kapsch Traffic shares will generate the highest return on investment. By understating and applying Kapsch Traffic stock market price indicators, traders can identify Kapsch Traffic position entry and exit signals to maximize returns.
Kapsch Traffic Return and Market Media
The median price of Kapsch Traffic for the period between Sun, Oct 20, 2024 and Sat, Jan 18, 2025 is 7.02 with a coefficient of variation of 9.11. The daily time series for the period is distributed with a sample standard deviation of 0.63, arithmetic mean of 6.87, and mean deviation of 0.55. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Kapsch Traffic 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 Kapsch or other stocks. Alpha measures the amount that position in Kapsch Traffic 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 Kapsch Traffic 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, Kapsch Traffic's short interest history, or implied volatility extrapolated from Kapsch Traffic options trading.
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Other Information on Investing in Kapsch Stock
Kapsch Traffic financial ratios help investors to determine whether Kapsch 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 Kapsch with respect to the benefits of owning Kapsch Traffic security.