Arendals Fossekompani (Norway) Alpha and Beta Analysis
AFK Stock | NOK 180.00 2.00 1.12% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Arendals Fossekompani ASA. It also helps investors analyze the systematic and unsystematic risks associated with investing in Arendals Fossekompani over a specified time horizon. Remember, high Arendals Fossekompani'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 Arendals Fossekompani's market risk premium analysis include:
Beta 0.35 | Alpha 0.22 | Risk 1.83 | Sharpe Ratio 0.14 | Expected Return 0.25 |
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.
Arendals |
Arendals Fossekompani Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Arendals Fossekompani market risk premium is the additional return an investor will receive from holding Arendals Fossekompani 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 Arendals Fossekompani. 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 Arendals Fossekompani's performance over market.α | 0.22 | β | 0.35 |
Arendals Fossekompani 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 Arendals Fossekompani's Buy-and-hold return. Our buy-and-hold chart shows how Arendals Fossekompani performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Arendals Fossekompani Market Price Analysis
Market price analysis indicators help investors to evaluate how Arendals Fossekompani stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Arendals Fossekompani shares will generate the highest return on investment. By understating and applying Arendals Fossekompani stock market price indicators, traders can identify Arendals Fossekompani position entry and exit signals to maximize returns.
Arendals Fossekompani Return and Market Media
Price Growth (%) |
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About Arendals Fossekompani 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 Arendals or other stocks. Alpha measures the amount that position in Arendals Fossekompani ASA 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 Arendals Fossekompani 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, Arendals Fossekompani's short interest history, or implied volatility extrapolated from Arendals Fossekompani options trading.
Build Portfolio with Arendals Fossekompani
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 Arendals Fossekompani Backtesting, Arendals Fossekompani Valuation, Arendals Fossekompani Correlation, Arendals Fossekompani Hype Analysis, Arendals Fossekompani Volatility, Arendals Fossekompani History and analyze Arendals Fossekompani Performance. You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
Complementary Tools for Arendals Stock analysis
When running Arendals Fossekompani's price analysis, check to measure Arendals Fossekompani'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 Arendals Fossekompani is operating at the current time. Most of Arendals Fossekompani's value examination focuses on studying past and present price action to predict the probability of Arendals Fossekompani's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Arendals Fossekompani's price. Additionally, you may evaluate how the addition of Arendals Fossekompani to your portfolios can decrease your overall portfolio volatility.
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Arendals Fossekompani 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.