Hubersuhner (Switzerland) Alpha and Beta Analysis
| HUBN Stock | CHF 74.20 0.70 0.95% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Hubersuhner AG. It also helps investors analyze the systematic and unsystematic risks associated with investing in Hubersuhner over a specified time horizon. Remember, high Hubersuhner'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 Hubersuhner's market risk premium analysis include:
Beta (0.16) | Alpha 0.28 | Risk 1.64 | Sharpe Ratio 0.22 | Expected Return 0.36 |
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.
Hubersuhner |
Hubersuhner Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Hubersuhner market risk premium is the additional return an investor will receive from holding Hubersuhner 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 Hubersuhner. 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 Hubersuhner's performance over market.| α | 0.28 | β | -0.16 |
Hubersuhner 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 Hubersuhner's Buy-and-hold return. Our buy-and-hold chart shows how Hubersuhner performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Hubersuhner Market Price Analysis
Market price analysis indicators help investors to evaluate how Hubersuhner stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Hubersuhner shares will generate the highest return on investment. By understating and applying Hubersuhner stock market price indicators, traders can identify Hubersuhner position entry and exit signals to maximize returns.
Hubersuhner Return and Market Media
The median price of Hubersuhner for the period between Sat, Feb 3, 2024 and Fri, May 3, 2024 is 70.52 with a coefficient of variation of 8.33. The daily time series for the period is distributed with a sample standard deviation of 5.65, arithmetic mean of 67.81, and mean deviation of 5.34. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Hubersuhner 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 Hubersuhner or other stocks. Alpha measures the amount that position in Hubersuhner AG 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 Hubersuhner 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, Hubersuhner's short interest history, or implied volatility extrapolated from Hubersuhner options trading.
Build Portfolio with Hubersuhner
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 Hubersuhner Backtesting, Hubersuhner Valuation, Hubersuhner Correlation, Hubersuhner Hype Analysis, Hubersuhner Volatility, Hubersuhner History and analyze Hubersuhner Performance. You can also try the Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.
Complementary Tools for Hubersuhner Stock analysis
When running Hubersuhner's price analysis, check to measure Hubersuhner'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 Hubersuhner is operating at the current time. Most of Hubersuhner's value examination focuses on studying past and present price action to predict the probability of Hubersuhner's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Hubersuhner's price. Additionally, you may evaluate how the addition of Hubersuhner to your portfolios can decrease your overall portfolio volatility.
| Stock Screener Find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook. | |
| Economic Indicators Top statistical indicators that provide insights into how an economy is performing | |
| Portfolio Comparator Compare the composition, asset allocations and performance of any two portfolios in your account | |
| ETF Categories List of ETF categories grouped based on various criteria, such as the investment strategy or type of investments | |
| Fundamental Analysis View fundamental data based on most recent published financial statements |
Hubersuhner 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.