Roper Technologies, (Brazil) Alpha and Beta Analysis
| R1OP34 Stock | BRL 333.00 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Roper Technologies,. It also helps investors analyze the systematic and unsystematic risks associated with investing in Roper Technologies, over a specified time horizon. Remember, high Roper Technologies,'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 Roper Technologies,'s market risk premium analysis include:
Beta (0.05) | Alpha 0.13 | Risk 1.61 | Sharpe Ratio 0.13 | Expected Return 0.21 |
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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Roper Technologies, Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Roper Technologies, market risk premium is the additional return an investor will receive from holding Roper Technologies, 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 Roper Technologies,. 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 Roper Technologies,'s performance over market.| α | 0.13 | β | -0.05 |
Roper Technologies, 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 Roper Technologies,'s Buy-and-hold return. Our buy-and-hold chart shows how Roper Technologies, performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Roper Technologies, Market Price Analysis
Market price analysis indicators help investors to evaluate how Roper Technologies, stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Roper Technologies, shares will generate the highest return on investment. By understating and applying Roper Technologies, stock market price indicators, traders can identify Roper Technologies, position entry and exit signals to maximize returns.
Roper Technologies, Return and Market Media
The median price of Roper Technologies, for the period between Tue, Oct 8, 2024 and Mon, Jan 6, 2025 is 296.3 with a coefficient of variation of 4.96. The daily time series for the period is distributed with a sample standard deviation of 15.17, arithmetic mean of 305.54, and mean deviation of 12.61. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Roper Technologies, 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 Roper or other stocks. Alpha measures the amount that position in Roper Technologies, 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 Roper Technologies, 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, Roper Technologies,'s short interest history, or implied volatility extrapolated from Roper Technologies, options trading.
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Additional Information and Resources on Investing in Roper Stock
When determining whether Roper Technologies, is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Roper Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Roper Technologies, Stock. Highlighted below are key reports to facilitate an investment decision about Roper Technologies, Stock:Check out Roper Technologies, Backtesting, Roper Technologies, Valuation, Roper Technologies, Correlation, Roper Technologies, Hype Analysis, Roper Technologies, Volatility, Roper Technologies, History and analyze Roper Technologies, Performance. For information on how to trade Roper Stock refer to our How to Trade Roper Stock guide.You can also try the Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.
Roper Technologies, technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.