Swvl Holdings Corp Stock Alpha and Beta Analysis
| SWVLW Stock | USD 0.02 0.0007 4.17% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Swvl Holdings Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Swvl Holdings over a specified time horizon. Remember, high Swvl Holdings' 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 Swvl Holdings' market risk premium analysis include:
Beta (1.17) | Alpha 1.12 | Risk 8.23 | Sharpe Ratio 0.0851 | Expected Return 0.7 |
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.
Swvl |
Swvl Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Swvl Holdings market risk premium is the additional return an investor will receive from holding Swvl Holdings 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 Swvl Holdings. 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 Swvl Holdings' performance over market.| α | 1.12 | β | -1.17 |
Swvl Holdings 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 Swvl Holdings' Buy-and-hold return. Our buy-and-hold chart shows how Swvl Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Swvl Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how Swvl Holdings stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Swvl Holdings shares will generate the highest return on investment. By understating and applying Swvl Holdings stock market price indicators, traders can identify Swvl Holdings position entry and exit signals to maximize returns.
Swvl Holdings Return and Market Media
The median price of Swvl Holdings for the period between Thu, Sep 5, 2024 and Wed, Dec 4, 2024 is 0.0168 with a coefficient of variation of 13.6. The daily time series for the period is distributed with a sample standard deviation of 0.0, arithmetic mean of 0.02, and mean deviation of 0.0. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Swvl Holdings Corp Signs Three Year Contract with G4S in Saudi Arabia to Provide SaaS-Based Mobility Solutions - Marketscreener.com | 11/21/2024 |
About Swvl Holdings 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 Swvl or other stocks. Alpha measures the amount that position in Swvl Holdings Corp 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Payables Turnover | 9.45 | 1.67 | 2.75 | 2.61 | Days Of Inventory On Hand | 58.3 | 7.0E-6 | 0.0246 | 0.0233 |
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 Swvl Holdings 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, Swvl Holdings' short interest history, or implied volatility extrapolated from Swvl Holdings options trading.
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Additional Tools for Swvl Stock Analysis
When running Swvl Holdings' price analysis, check to measure Swvl Holdings' 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 Swvl Holdings is operating at the current time. Most of Swvl Holdings' value examination focuses on studying past and present price action to predict the probability of Swvl Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Swvl Holdings' price. Additionally, you may evaluate how the addition of Swvl Holdings to your portfolios can decrease your overall portfolio volatility.