Greater Than (Sweden) Alpha and Beta Analysis
| GREAT Stock | SEK 64.80 0.20 0.31% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Greater Than AB. It also helps investors analyze the systematic and unsystematic risks associated with investing in Greater Than over a specified time horizon. Remember, high Greater Than'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 Greater Than's market risk premium analysis include:
Beta 0.68 | Alpha (0.17) | Risk 2.03 | Sharpe Ratio 0.0003 | Expected Return 0.0006 |
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.
Greater |
Greater Than Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Greater Than market risk premium is the additional return an investor will receive from holding Greater Than 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 Greater Than. 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 Greater Than's performance over market.| α | -0.17 | β | 0.68 |
Greater Than 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 Greater Than's Buy-and-hold return. Our buy-and-hold chart shows how Greater Than performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Greater Than Market Price Analysis
Market price analysis indicators help investors to evaluate how Greater Than stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Greater Than shares will generate the highest return on investment. By understating and applying Greater Than stock market price indicators, traders can identify Greater Than position entry and exit signals to maximize returns.
Greater Than Return and Market Media
The median price of Greater Than for the period between Tue, Jan 30, 2024 and Mon, Apr 29, 2024 is 68.0 with a coefficient of variation of 3.41. The daily time series for the period is distributed with a sample standard deviation of 2.33, arithmetic mean of 68.39, and mean deviation of 1.84. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Greater Than 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 Greater or other stocks. Alpha measures the amount that position in Greater Than AB 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 Greater Than 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, Greater Than's short interest history, or implied volatility extrapolated from Greater Than options trading.
Build Portfolio with Greater Than
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 Greater Than Backtesting, Greater Than Valuation, Greater Than Correlation, Greater Than Hype Analysis, Greater Than Volatility, Greater Than History and analyze Greater Than Performance. You can also try the Technical Analysis module to check basic technical indicators and analysis based on most latest market data.
Complementary Tools for Greater Stock analysis
When running Greater Than's price analysis, check to measure Greater Than'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 Greater Than is operating at the current time. Most of Greater Than's value examination focuses on studying past and present price action to predict the probability of Greater Than's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Greater Than's price. Additionally, you may evaluate how the addition of Greater Than to your portfolios can decrease your overall portfolio volatility.
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Greater Than 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.