Holcim Argentina (Argentina) Alpha and Beta Analysis
| HARG Stock | ARS 1,246 1,142 1,099% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Holcim Argentina SA. It also helps investors analyze the systematic and unsystematic risks associated with investing in Holcim Argentina over a specified time horizon. Remember, high Holcim Argentina'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 Holcim Argentina's market risk premium analysis include:
Beta 3.85 | Alpha 16.16 | Risk 131.31 | Sharpe Ratio 0.13 | Expected Return 17.24 |
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.
Holcim |
Holcim Argentina Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Holcim Argentina market risk premium is the additional return an investor will receive from holding Holcim Argentina 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 Holcim Argentina. 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 Holcim Argentina's performance over market.| α | 16.16 | β | 3.85 |
Holcim Argentina 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 Holcim Argentina's Buy-and-hold return. Our buy-and-hold chart shows how Holcim Argentina performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Holcim Argentina Market Price Analysis
Market price analysis indicators help investors to evaluate how Holcim Argentina stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Holcim Argentina shares will generate the highest return on investment. By understating and applying Holcim Argentina stock market price indicators, traders can identify Holcim Argentina position entry and exit signals to maximize returns.
Holcim Argentina Return and Market Media
The median price of Holcim Argentina for the period between Wed, Jan 31, 2024 and Tue, Apr 30, 2024 is 103.95 with a coefficient of variation of 114.93. The daily time series for the period is distributed with a sample standard deviation of 139.16, arithmetic mean of 121.08, and mean deviation of 33.74. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Holcim Argentina 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 Holcim or other stocks. Alpha measures the amount that position in Holcim Argentina 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 Holcim Argentina 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, Holcim Argentina's short interest history, or implied volatility extrapolated from Holcim Argentina options trading.
Build Portfolio with Holcim Argentina
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 Holcim Argentina Backtesting, Holcim Argentina Valuation, Holcim Argentina Correlation, Holcim Argentina Hype Analysis, Holcim Argentina Volatility, Holcim Argentina History and analyze Holcim Argentina Performance. You can also try the Content Syndication module to quickly integrate customizable finance content to your own investment portal.
Complementary Tools for Holcim Stock analysis
When running Holcim Argentina's price analysis, check to measure Holcim Argentina'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 Holcim Argentina is operating at the current time. Most of Holcim Argentina's value examination focuses on studying past and present price action to predict the probability of Holcim Argentina's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Holcim Argentina's price. Additionally, you may evaluate how the addition of Holcim Argentina to your portfolios can decrease your overall portfolio volatility.
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Holcim Argentina 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.