Brd Klee (Denmark) Alpha and Beta Analysis
| KLEE-B Stock | DKK 3,980 160.00 4.19% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Brd Klee AS. It also helps investors analyze the systematic and unsystematic risks associated with investing in Brd Klee over a specified time horizon. Remember, high Brd Klee'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 Brd Klee's market risk premium analysis include:
Beta (0.69) | Alpha 0.0769 | Risk 3.62 | Sharpe Ratio 0.018 | Expected Return 0.0652 |
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.
Brd |
Brd Klee Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Brd Klee market risk premium is the additional return an investor will receive from holding Brd Klee 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 Brd Klee. 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 Brd Klee's performance over market.| α | 0.08 | β | -0.69 |
Brd Klee 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 Brd Klee's Buy-and-hold return. Our buy-and-hold chart shows how Brd Klee performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Brd Klee Market Price Analysis
Market price analysis indicators help investors to evaluate how Brd Klee stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Brd Klee shares will generate the highest return on investment. By understating and applying Brd Klee stock market price indicators, traders can identify Brd Klee position entry and exit signals to maximize returns.
Brd Klee Return and Market Media
The median price of Brd Klee for the period between Fri, Feb 2, 2024 and Thu, May 2, 2024 is 3980.0 with a coefficient of variation of 4.59. The daily time series for the period is distributed with a sample standard deviation of 183.31, arithmetic mean of 3989.39, and mean deviation of 127.96. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Brd Klee 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 Brd or other stocks. Alpha measures the amount that position in Brd Klee AS 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 Brd Klee 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, Brd Klee's short interest history, or implied volatility extrapolated from Brd Klee options trading.
Build Portfolio with Brd Klee
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
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Check out Brd Klee Backtesting, Brd Klee Valuation, Brd Klee Correlation, Brd Klee Hype Analysis, Brd Klee Volatility, Brd Klee History and analyze Brd Klee Performance. You can also try the Funds Screener module to find actively-traded funds from around the world traded on over 30 global exchanges.
Complementary Tools for Brd Stock analysis
When running Brd Klee's price analysis, check to measure Brd Klee'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 Brd Klee is operating at the current time. Most of Brd Klee's value examination focuses on studying past and present price action to predict the probability of Brd Klee's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Brd Klee's price. Additionally, you may evaluate how the addition of Brd Klee to your portfolios can decrease your overall portfolio volatility.
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