Shenandoah Telecommunicatio (Germany) Alpha and Beta Analysis
| SH9 Stock | EUR 11.20 0.10 0.90% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Shenandoah Telecommunications. It also helps investors analyze the systematic and unsystematic risks associated with investing in Shenandoah Telecommunicatio over a specified time horizon. Remember, high Shenandoah Telecommunicatio'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 Shenandoah Telecommunicatio's market risk premium analysis include:
Beta (0.24) | Alpha (0.24) | Risk 2.36 | Sharpe Ratio (0.08) | Expected Return (0.18) |
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.
Shenandoah |
Shenandoah Telecommunicatio Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Shenandoah Telecommunicatio market risk premium is the additional return an investor will receive from holding Shenandoah Telecommunicatio 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 Shenandoah Telecommunicatio. 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 Shenandoah Telecommunicatio's performance over market.| α | -0.24 | β | -0.24 |
Shenandoah Telecommunicatio 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 Shenandoah Telecommunicatio's Buy-and-hold return. Our buy-and-hold chart shows how Shenandoah Telecommunicatio performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Shenandoah Telecommunicatio Market Price Analysis
Market price analysis indicators help investors to evaluate how Shenandoah Telecommunicatio stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Shenandoah Telecommunicatio shares will generate the highest return on investment. By understating and applying Shenandoah Telecommunicatio stock market price indicators, traders can identify Shenandoah Telecommunicatio position entry and exit signals to maximize returns.
Shenandoah Telecommunicatio Return and Market Media
The median price of Shenandoah Telecommunicatio for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 11.3 with a coefficient of variation of 7.67. The daily time series for the period is distributed with a sample standard deviation of 0.87, arithmetic mean of 11.33, and mean deviation of 0.72. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Shenandoah Telecommunicatio 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 Shenandoah or other stocks. Alpha measures the amount that position in Shenandoah Telecommunicatio 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 Shenandoah Telecommunicatio 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, Shenandoah Telecommunicatio's short interest history, or implied volatility extrapolated from Shenandoah Telecommunicatio options trading.
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Other Information on Investing in Shenandoah Stock
Shenandoah Telecommunicatio financial ratios help investors to determine whether Shenandoah 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 Shenandoah with respect to the benefits of owning Shenandoah Telecommunicatio security.