Miliboo SA (France) Alpha and Beta Analysis
| ALMLB Stock | EUR 1.99 0.03 1.49% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Miliboo SA. It also helps investors analyze the systematic and unsystematic risks associated with investing in Miliboo SA over a specified time horizon. Remember, high Miliboo SA'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 Miliboo SA's market risk premium analysis include:
Beta (0.22) | Alpha 0.35 | Risk 3.42 | Sharpe Ratio 0.11 | Expected Return 0.37 |
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.
Miliboo |
Miliboo SA Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Miliboo SA market risk premium is the additional return an investor will receive from holding Miliboo SA 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 Miliboo SA. 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 Miliboo SA's performance over market.| α | 0.35 | β | -0.22 |
Miliboo SA 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 Miliboo SA's Buy-and-hold return. Our buy-and-hold chart shows how Miliboo SA performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Miliboo SA Market Price Analysis
Market price analysis indicators help investors to evaluate how Miliboo SA stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Miliboo SA shares will generate the highest return on investment. By understating and applying Miliboo SA stock market price indicators, traders can identify Miliboo SA position entry and exit signals to maximize returns.
Miliboo SA Return and Market Media
The median price of Miliboo SA for the period between Mon, Feb 5, 2024 and Sun, May 5, 2024 is 1.93 with a coefficient of variation of 9.99. The daily time series for the period is distributed with a sample standard deviation of 0.19, arithmetic mean of 1.88, and mean deviation of 0.16. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Miliboo SA 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 Miliboo or other stocks. Alpha measures the amount that position in Miliboo SA 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 Miliboo SA 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, Miliboo SA's short interest history, or implied volatility extrapolated from Miliboo SA options trading.
Build Portfolio with Miliboo SA
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Miliboo SA Backtesting, Miliboo SA Valuation, Miliboo SA Correlation, Miliboo SA Hype Analysis, Miliboo SA Volatility, Miliboo SA History and analyze Miliboo SA Performance. Note that the Miliboo SA information on this page should be used as a complementary analysis to other Miliboo SA's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
Complementary Tools for Miliboo Stock analysis
When running Miliboo SA's price analysis, check to measure Miliboo SA'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 Miliboo SA is operating at the current time. Most of Miliboo SA's value examination focuses on studying past and present price action to predict the probability of Miliboo SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Miliboo SA's price. Additionally, you may evaluate how the addition of Miliboo SA to your portfolios can decrease your overall portfolio volatility.
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Miliboo SA 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.