Industria (Spain) Alpha and Beta Analysis
| ITX Stock | EUR 42.82 0.32 0.75% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Industria de Diseno. It also helps investors analyze the systematic and unsystematic risks associated with investing in Industria over a specified time horizon. Remember, high Industria'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 Industria's market risk premium analysis include:
Beta (0.25) | Alpha 0.15 | Risk 1.51 | Sharpe Ratio 0.12 | Expected Return 0.19 |
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.
Industria |
Industria Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Industria market risk premium is the additional return an investor will receive from holding Industria 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 Industria. 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 Industria's performance over market.| α | 0.15 | β | -0.25 |
Industria 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 Industria's Buy-and-hold return. Our buy-and-hold chart shows how Industria performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Industria Market Price Analysis
Market price analysis indicators help investors to evaluate how Industria stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Industria shares will generate the highest return on investment. By understating and applying Industria stock market price indicators, traders can identify Industria position entry and exit signals to maximize returns.
Industria Return and Market Media
The median price of Industria for the period between Tue, Feb 6, 2024 and Mon, May 6, 2024 is 42.76 with a coefficient of variation of 6.08. The daily time series for the period is distributed with a sample standard deviation of 2.55, arithmetic mean of 41.94, and mean deviation of 2.33. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Industria 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 Industria or other stocks. Alpha measures the amount that position in Industria de Diseno 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 Industria 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, Industria's short interest history, or implied volatility extrapolated from Industria options trading.
Build Portfolio with Industria
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 Industria Backtesting, Industria Valuation, Industria Correlation, Industria Hype Analysis, Industria Volatility, Industria History and analyze Industria Performance. You can also try the Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.
Complementary Tools for Industria Stock analysis
When running Industria's price analysis, check to measure Industria'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 Industria is operating at the current time. Most of Industria's value examination focuses on studying past and present price action to predict the probability of Industria's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Industria's price. Additionally, you may evaluate how the addition of Industria to your portfolios can decrease your overall portfolio volatility.
| Balance Of Power Check stock momentum by analyzing Balance Of Power indicator and other technical ratios | |
| Analyst Advice Analyst recommendations and target price estimates broken down by several categories | |
| Companies Directory Evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals | |
| Price Ceiling Movement Calculate and plot Price Ceiling Movement for different equity instruments | |
| Portfolio Comparator Compare the composition, asset allocations and performance of any two portfolios in your account | |
| Share Portfolio Track or share privately all of your investments from the convenience of any device | |
| Sync Your Broker Sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors. | |
| Competition Analyzer Analyze and compare many basic indicators for a group of related or unrelated entities |
Industria 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.