NP3 Fastigheter (Sweden) Alpha and Beta Analysis
| NP3 Stock | SEK 257.50 4.50 1.72% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as NP3 Fastigheter AB. It also helps investors analyze the systematic and unsystematic risks associated with investing in NP3 Fastigheter over a specified time horizon. Remember, high NP3 Fastigheter'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 NP3 Fastigheter's market risk premium analysis include:
Beta 0.17 | Alpha (0.08) | Risk 1.82 | Sharpe Ratio (0.03) | Expected Return (0.05) |
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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NP3 Fastigheter Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. NP3 Fastigheter market risk premium is the additional return an investor will receive from holding NP3 Fastigheter 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 NP3 Fastigheter. 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 NP3 Fastigheter's performance over market.| α | -0.08 | β | 0.17 |
NP3 Fastigheter 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 NP3 Fastigheter's Buy-and-hold return. Our buy-and-hold chart shows how NP3 Fastigheter performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.NP3 Fastigheter Market Price Analysis
Market price analysis indicators help investors to evaluate how NP3 Fastigheter stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading NP3 Fastigheter shares will generate the highest return on investment. By understating and applying NP3 Fastigheter stock market price indicators, traders can identify NP3 Fastigheter position entry and exit signals to maximize returns.
NP3 Fastigheter Return and Market Media
The median price of NP3 Fastigheter for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 258.99 with a coefficient of variation of 3.67. The daily time series for the period is distributed with a sample standard deviation of 9.47, arithmetic mean of 258.14, and mean deviation of 7.7. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About NP3 Fastigheter 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 NP3 or other stocks. Alpha measures the amount that position in NP3 Fastigheter AB 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 NP3 Fastigheter 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, NP3 Fastigheter's short interest history, or implied volatility extrapolated from NP3 Fastigheter options trading.
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Additional Tools for NP3 Stock Analysis
When running NP3 Fastigheter's price analysis, check to measure NP3 Fastigheter'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 NP3 Fastigheter is operating at the current time. Most of NP3 Fastigheter's value examination focuses on studying past and present price action to predict the probability of NP3 Fastigheter's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move NP3 Fastigheter's price. Additionally, you may evaluate how the addition of NP3 Fastigheter to your portfolios can decrease your overall portfolio volatility.