PHOENIX N (Switzerland) Alpha and Beta Analysis

PMN Stock   422.00  6.00  1.44%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as PHOENIX N AG. It also helps investors analyze the systematic and unsystematic risks associated with investing in PHOENIX N over a specified time horizon. Remember, high PHOENIX N'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 PHOENIX N's market risk premium analysis include:
Beta
0.54
Alpha
(0.09)
Risk
1.85
Sharpe Ratio
(0.05)
Expected Return
(0.1)
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 Your Equity Center to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors.

PHOENIX N Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. PHOENIX N market risk premium is the additional return an investor will receive from holding PHOENIX N 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 PHOENIX N. 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 PHOENIX N's performance over market.
α-0.09   β0.54

PHOENIX N Return and Market Media

The median price of PHOENIX N for the period between Sat, Sep 28, 2024 and Fri, Dec 27, 2024 is 444.0 with a coefficient of variation of 3.6. The daily time series for the period is distributed with a sample standard deviation of 15.93, arithmetic mean of 442.73, and mean deviation of 13.96. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  
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 PHOENIX N 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, PHOENIX N's short interest history, or implied volatility extrapolated from PHOENIX N options trading.

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Additional Tools for PHOENIX Stock Analysis

When running PHOENIX N's price analysis, check to measure PHOENIX N'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 PHOENIX N is operating at the current time. Most of PHOENIX N's value examination focuses on studying past and present price action to predict the probability of PHOENIX N's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move PHOENIX N's price. Additionally, you may evaluate how the addition of PHOENIX N to your portfolios can decrease your overall portfolio volatility.