Keyware Technologies (Belgium) Alpha and Beta Analysis
| KEYW Stock | EUR 0.83 0.01 1.19% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Keyware Technologies NV. It also helps investors analyze the systematic and unsystematic risks associated with investing in Keyware Technologies over a specified time horizon. Remember, high Keyware Technologies' 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 Keyware Technologies' market risk premium analysis include:
Beta 0.42 | Alpha (0.17) | Risk 3.07 | Sharpe Ratio (0.08) | Expected Return (0.23) |
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.
Keyware |
Keyware Technologies Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Keyware Technologies market risk premium is the additional return an investor will receive from holding Keyware Technologies 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 Keyware Technologies. 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 Keyware Technologies' performance over market.| α | -0.17 | β | 0.42 |
Keyware Technologies 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 Keyware Technologies' Buy-and-hold return. Our buy-and-hold chart shows how Keyware Technologies performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Keyware Technologies Market Price Analysis
Market price analysis indicators help investors to evaluate how Keyware Technologies stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Keyware Technologies shares will generate the highest return on investment. By understating and applying Keyware Technologies stock market price indicators, traders can identify Keyware Technologies position entry and exit signals to maximize returns.
Keyware Technologies Return and Market Media
The median price of Keyware Technologies for the period between Sat, Feb 3, 2024 and Fri, May 3, 2024 is 0.9 with a coefficient of variation of 4.34. The daily time series for the period is distributed with a sample standard deviation of 0.04, arithmetic mean of 0.9, and mean deviation of 0.03. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Keyware Technologies 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 Keyware or other stocks. Alpha measures the amount that position in Keyware Technologies 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 Keyware Technologies 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, Keyware Technologies' short interest history, or implied volatility extrapolated from Keyware Technologies options trading.
Build Portfolio with Keyware Technologies
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 Keyware Technologies Backtesting, Keyware Technologies Valuation, Keyware Technologies Correlation, Keyware Technologies Hype Analysis, Keyware Technologies Volatility, Keyware Technologies History and analyze Keyware Technologies Performance. You can also try the Transaction History module to view history of all your transactions and understand their impact on performance.
Complementary Tools for Keyware Stock analysis
When running Keyware Technologies' price analysis, check to measure Keyware Technologies' 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 Keyware Technologies is operating at the current time. Most of Keyware Technologies' value examination focuses on studying past and present price action to predict the probability of Keyware Technologies' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Keyware Technologies' price. Additionally, you may evaluate how the addition of Keyware Technologies to your portfolios can decrease your overall portfolio volatility.
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios | |
| Financial Widgets Easily integrated Macroaxis content with over 30 different plug-and-play financial widgets | |
| Idea Analyzer Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas | |
| Commodity Directory Find actively traded commodities issued by global exchanges |
Keyware Technologies 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.