Air Liquide (France) Alpha and Beta Analysis
| AI Stock | EUR 184.40 0.78 0.42% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Air Liquide SA. It also helps investors analyze the systematic and unsystematic risks associated with investing in Air Liquide over a specified time horizon. Remember, high Air Liquide'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 Air Liquide's market risk premium analysis include:
Beta 0.28 | Alpha 0.0847 | Risk 1.39 | Sharpe Ratio 0.076 | Expected Return 0.11 |
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.
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Air Liquide Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Air Liquide market risk premium is the additional return an investor will receive from holding Air Liquide 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 Air Liquide. 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 Air Liquide's performance over market.| α | 0.08 | β | 0.28 |
Air Liquide 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 Air Liquide's Buy-and-hold return. Our buy-and-hold chart shows how Air Liquide performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Air Liquide Market Price Analysis
Market price analysis indicators help investors to evaluate how Air Liquide stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Air Liquide shares will generate the highest return on investment. By understating and applying Air Liquide stock market price indicators, traders can identify Air Liquide position entry and exit signals to maximize returns.
Air Liquide Return and Market Media
The median price of Air Liquide for the period between Wed, Jan 31, 2024 and Tue, Apr 30, 2024 is 187.76 with a coefficient of variation of 5.01. The daily time series for the period is distributed with a sample standard deviation of 9.23, arithmetic mean of 184.35, and mean deviation of 7.89. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Air Liquide 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 Air or other stocks. Alpha measures the amount that position in Air Liquide 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 Air Liquide 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, Air Liquide's short interest history, or implied volatility extrapolated from Air Liquide options trading.
Build Portfolio with Air Liquide
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 Air Liquide Backtesting, Air Liquide Valuation, Air Liquide Correlation, Air Liquide Hype Analysis, Air Liquide Volatility, Air Liquide History and analyze Air Liquide Performance. You can also try the Global Correlations module to find global opportunities by holding instruments from different markets.
Complementary Tools for Air Stock analysis
When running Air Liquide's price analysis, check to measure Air Liquide'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 Air Liquide is operating at the current time. Most of Air Liquide's value examination focuses on studying past and present price action to predict the probability of Air Liquide's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Air Liquide's price. Additionally, you may evaluate how the addition of Air Liquide to your portfolios can decrease your overall portfolio volatility.
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Air Liquide 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.