Parkson Retail (Germany) Alpha and Beta Analysis

P5IB Stock  EUR 0.01  0.0005  5.56%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Parkson Retail Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Parkson Retail over a specified time horizon. Remember, high Parkson Retail'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 Parkson Retail's market risk premium analysis include:
Beta
(4.71)
Alpha
1.68
Risk
15.67
Sharpe Ratio
0.0807
Expected Return
1.26
Please note that although Parkson Retail alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Parkson Retail did 1.68  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Parkson Retail Group stock's relative risk over its benchmark. Parkson Retail Group has a beta of 4.71  . As returns on the market increase, returns on owning Parkson Retail are expected to decrease by larger amounts. On the other hand, during market turmoil, Parkson Retail is expected to outperform it. .
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.
  
Check out Parkson Retail Backtesting, Parkson Retail Valuation, Parkson Retail Correlation, Parkson Retail Hype Analysis, Parkson Retail Volatility, Parkson Retail History and analyze Parkson Retail Performance.

Parkson Retail Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Parkson Retail market risk premium is the additional return an investor will receive from holding Parkson Retail 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 Parkson Retail. 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 Parkson Retail's performance over market.
α1.68   β-4.71

Parkson Retail 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 Parkson Retail's Buy-and-hold return. Our buy-and-hold chart shows how Parkson Retail performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Parkson Retail Market Price Analysis

Market price analysis indicators help investors to evaluate how Parkson Retail stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Parkson Retail shares will generate the highest return on investment. By understating and applying Parkson Retail stock market price indicators, traders can identify Parkson Retail position entry and exit signals to maximize returns.

Parkson Retail Return and Market Media

The median price of Parkson Retail for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 0.009 with a coefficient of variation of 22.02. The daily time series for the period is distributed with a sample standard deviation of 0.0, arithmetic mean of 0.01, and mean deviation of 0.0. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Parkson Retail 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 Parkson or other stocks. Alpha measures the amount that position in Parkson Retail Group 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 Parkson Retail 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, Parkson Retail's short interest history, or implied volatility extrapolated from Parkson Retail options trading.

Build Portfolio with Parkson Retail

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations

Other Information on Investing in Parkson Stock

Parkson Retail financial ratios help investors to determine whether Parkson 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 Parkson with respect to the benefits of owning Parkson Retail security.