Neinor Homes (Spain) Alpha and Beta Analysis
| HOME Stock | EUR 10.72 0.14 1.29% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Neinor Homes SLU. It also helps investors analyze the systematic and unsystematic risks associated with investing in Neinor Homes over a specified time horizon. Remember, high Neinor Homes' 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 Neinor Homes' market risk premium analysis include:
Beta (0.05) | Alpha 0.14 | Risk 1.86 | Sharpe Ratio 0.0738 | Expected Return 0.14 |
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.
Neinor |
Neinor Homes Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Neinor Homes market risk premium is the additional return an investor will receive from holding Neinor Homes 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 Neinor Homes. 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 Neinor Homes' performance over market.| α | 0.14 | β | -0.05 |
Neinor Homes 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 Neinor Homes' Buy-and-hold return. Our buy-and-hold chart shows how Neinor Homes performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Neinor Homes Market Price Analysis
Market price analysis indicators help investors to evaluate how Neinor Homes stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Neinor Homes shares will generate the highest return on investment. By understating and applying Neinor Homes stock market price indicators, traders can identify Neinor Homes position entry and exit signals to maximize returns.
Neinor Homes Return and Market Media
The median price of Neinor Homes for the period between Tue, Feb 6, 2024 and Mon, May 6, 2024 is 10.14 with a coefficient of variation of 2.63. The daily time series for the period is distributed with a sample standard deviation of 0.27, arithmetic mean of 10.16, and mean deviation of 0.2. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Neinor Homes 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 Neinor or other stocks. Alpha measures the amount that position in Neinor Homes SLU 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 Neinor Homes 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, Neinor Homes' short interest history, or implied volatility extrapolated from Neinor Homes options trading.
Build Portfolio with Neinor Homes
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 Neinor Homes Backtesting, Neinor Homes Valuation, Neinor Homes Correlation, Neinor Homes Hype Analysis, Neinor Homes Volatility, Neinor Homes History and analyze Neinor Homes Performance. You can also try the My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
Complementary Tools for Neinor Stock analysis
When running Neinor Homes' price analysis, check to measure Neinor Homes' 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 Neinor Homes is operating at the current time. Most of Neinor Homes' value examination focuses on studying past and present price action to predict the probability of Neinor Homes' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Neinor Homes' price. Additionally, you may evaluate how the addition of Neinor Homes to your portfolios can decrease your overall portfolio volatility.
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Neinor Homes 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.